Cut the leeks lengthwise so that they fit inside the baking dish.
Grease the baking dish with butter and arrange the leeks along the dish. Season with salt and pepper, then add another layer of leeks and another seasoning of salt and pepper. Drizzle with olive oil and scatter about 6 tablespoons of butter on top of the leeks.
Place the herbs for seasoning on top and add the water. Cover well with baking paper and then foil, and bake in the oven at 400°F (200°C) for an hour.
In a warm pan, add the rest of the butter and lightly sauté the chopped garlic. Add the cream and bring to a boil, then reduce to low heat for 7-10 minutes. Add a teaspoon of salt, a quarter teaspoon of ground black pepper, and stir in the Parmesan cheese. Mix well and simmer over low heat until thickened, then remove from heat.
Remove the leeks from the oven and pour the sauce evenly over them, ensuring it reaches the bottom and covers everything.
Bake uncovered for 30 minutes at 350°F (180°C).
Sprinkle with cheddar cheese and bake for another 10 minutes until golden brown. Keep an eye on it.