Preheat the oven to 350 F.
Trim, wash and slice the leeks, about 2 cm thick. Peel and slice the garlic, and pluck the thyme leaves.
Put a large skillet on medium heat and add a drizzle of oil, the butter, thyme leaves and garlic.
Sautée until they start to bubble and sizzle, then stir in the leeks.
Turn the heat down and cook the leeks (stirring every 5-10 minutes) for approximately 35 minutes, or until soft and tender.
Stir in the cream, milk, sherry, mustard, Worcestershire and ground nutmeg. Transfer to oven-safe casserole dish.
Top with grated Cheddar and Parmesan and teaspoon sized scoops of cream cheese. Sprinkle with breadcrumbs.
Bake in the oven for 15 minutes. Serve immediately.