For the gravy: Melt the butter in a small saucepan over medium heat. Add the flour and whisk to combine. Cook the flour until dark brown, 5 to 7 minutes. Add the stock and cook, whisking, until the mixture is smooth and thickened enough to coat the back of a spoon, 7 to 10 minutes. Stir in the sherry, Worcestershire, 1/2 teaspoon salt and some pepper, adjusting the seasoning to taste. Remove from the heat and cover by pressing a piece of plastic wrap directly onto the surface of the gravy, taking care to cover it completely to prevent a skin from forming. Set aside.
For the fries: Bake the French fries according to the manufacturer's instructions.
For the cheese sauce: Melt the butter in a small saucepan over medium heat. Add the flour and whisk to combine. Cook until the mixture resembles sand, about 3 minutes. Add the milk and cook, whisking constantly, until the mixture begins to boil and thicken, 2 to 4 minutes. Add the Cheddar and Gruyere and continue to cook, stirring, until the cheese is fully melted, another 2 to 3 minutes. Add the Worcestershire, 1/4 teaspoon salt and pepper to taste and remove from the heat. Cover in the same fashion as the gravy and set aside until the French fries are ready.
When the French fries are ready, transfer them to a serving platter. Drizzle the fries with the warm gravy and then with the warm cheese sauce. Serve immediately.