Bring a large pot of water to a boil; prepare an ice water bath. Add 2 tablespoons kosher salt to the boiling water and then add the kale. Blanch the kale until tender, 5 to 7 minutes. Rinse in the ice water bath. Drain well to remove all the liquid.
Set a large saute pan over medium heat. Melt the butter, add the shallots and saute until translucent. Then add the kale, coconut milk, cheese and nutmeg. Reduce the heat to low and cook until the coconut milk has reduced and thickened, 5 to 7 minutes. Season with salt and pepper.