Prepare the leeks. Remove the outer leaves and trim the dark green ends. Thoroughly clean under cold running water, then slice the leeks into rounds roughly 1cm or ½ inch thick.
Place the leeks in a saucepan and just cover them with water, cover, and bring to a boil. Simmer leeks for 5 minutes or until under tender, then drain the leeks but reserve the cooking water.
Melt the butter in the saucepan, and when it stops crackling and goes quiet, add the flour and whisk by hand to create a paste (a roux). Cook out the flour on medium-low heat for 10-20 seconds, slowly whisk in the milk, and then add a ladle of reserved cooking water to form a smooth white sauce.
Bring the milk mixture to a steaming point and cook for a few minutes until it thickens whilst stirring/whisking to stop it sticking. Do not allow it to boil.
Crumble the gorgonzola into the white sauce and stir to allow it to melt into it. Grate in the nutmeg and season with a small pinch of salt and some pepper.
Add the cooked leeks to an oven-proof dish and pour over the creamy gorgonzola cheese sauce. Sprinkle the breadcrumbs over the top.
Bake the cheesy leeks for 15-20 minutes or until golden brown on top and bubbling.
Notes
You can use another strong blue cheese instead of gorgonzola, but choose a creamy variety rather than a crumbly one. It is important to stir the creamy cheese sauce as you are cooking it so that it does not curdle on the bottom of the pan.