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Step 1
Arrange a rack in the top third of the oven and a second rack in the center. Heat the oven to 400ºF.
Step 2
Quarter a 2-pound cabbage through the core to create 4 wedges. Place on a large plate, drizzle with 2 tablespoons of the olive oil, and season with 1 teaspoon of the kosher salt.
Step 3
Trim the dark green part from 1 large leek, then cut in half lengthwise. Rinse the halves under cool water to remove any grit. Cut the leeks crosswise into thin half-moons (about 1/2 cup). Coarsely chop 1/2 cup walnuts and transfer to a rimmed baking sheet.
Step 4
Pick the leaves from 1 small bunch fresh thyme until you have 2 tablespoons; transfer 1 tablespoon to a small heatproof bowl, then add the remaining 1 tablespoon olive oil and 1/2 teaspoon of the kosher salt.
Step 5
Cut 4 slices thick-cut bacon crosswise into 1-inch pieces. Transfer to a medium oven-proof skillet and cook over medium heat until crisp, 6 to 7 minutes. Transfer with a slotted spoon to a paper towel-lined plate.
Step 6
Remove all but 2 tablespoons of the bacon fat from the pan. Add the leeks to the pan and cook over medium heat until just tender, 1 to 2 minutes. Add 2 tablespoons unsalted butter. Once the butter is melted, turn the heat off. Add 1 1/2 cups heavy cream, the remaining 1 tablespoon thyme, remaining 1 teaspoon kosher salt, 1/2 teaspoon black pepper, and 1/2 teaspoon red pepper flakes, and stir to combine.
Step 7
Using tongs, place 1 cabbage wedge in the skillet and turn to coat in the cream mixture; position rounded-side down. Repeat with the second cabbage wedge. Coat the third wedge in the cream mixture and stack on top of the first two wedges (so there’s room to coat the fourth wedge). Coat the fourth wedge, then arrange the third and fourth wedges in the skillet rounded-side down.
Step 8
Cover the pan tightly with aluminum foil. Transfer to the upper rack of the oven and bake until the wedges have collapsed and are tender through the core, 30 to 35 minutes.
Step 9
Meanwhile toast the walnuts on the center rack until golden-brown and toasted, about 5 minutes. Immediately transfer to the bowl of thyme oil and toss to combine.
Step 10
Uncover the cabbage and continue to bake until the tops of the wedges are charred, 25 to 30 minutes more. Sprinkle with the bacon and walnuts. Crumble 2 ounces blue cheese over the top and serve.