Step 1

Preheat oven to 400 degrees F (200 degrees C).

Step 2

Wrap each leek half in pancetta.

Step 3

Drizzle olive into a baking dish and use a pastry brush to spread oil over the bottom of the dish and partway up the sides. Season dish with salt, black pepper, and cayenne pepper. Place leeks close together cut-side down into the prepared baking dish. Pour chicken broth and wine over leeks. Cover baking dish tightly with aluminum foil and set it on a baking sheet.

Step 4

Bake in the preheated oven until just tender, about 45 minutes. Uncover the baking dish, pour cream over the top, and spread Parmigiano-Reggiano over the top. Return to oven and bake until cheese is golden and sauce is bubbling, 15 to 20 minutes more. Cool for 10 minutes before transferring leeks to a deep plate; ladle wine-cream sauce over the top and garnish with chives.