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Set a large, deep pan over a medium-low heat and warm the oil and butter. When foaming, add the leeks, garlic and thyme along with a generous pinch of salt.
Cook for 25-30 mins with the lid on, stirring frequently, until the leeks are completely softened and beginning to caramelise around the edges. Remove the thyme sprigs and discard.
Meanwhile, make the sauce. Melt the butter in a pan over a medium heat, then stir in the flour. Cook for 1 min. Pour in the milk in a steady stream, whisking constantly, until you have a thick sauce, about 6-8 mins. When it comes to the boil, remove from the heat and stir in the nutmeg, mustard and both cheeses. Season, then stir in the leeks.
Heat the oven to 200C/180C fan/gas 6. Lightly butter an ovenproof dish around 23cm wide. Mix the parmesan and breadcrumbs with a generous pinch of black pepper.
Pour the leek mix into the dish. Will keep chilled for up to two days and frozen for up a month. Sprinkle with the parmesan crumbs and bake for 25-30 mins (5 mins longer if chilled, and an extra 10-15 mins from frozen), until golden.