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Step 1
Preheat the oven to 400 degrees F.
Step 2
Stack the bacon strips on top of each other, and slice across the width to form 1/4" little slabs called lardons. Saute in a heavy skillet over medium-high heat until crispy. Set aside and drain. Discard the grease.
Step 3
Thinly slice the potatoes and fennel. I use a small mandolin and use the second thinnest setting so the slices are even in thickness, and only 1/8" thick. The thicker the slices, the longer it will take for the gratin to cook.
Step 4
Form a little assembly line of the layers: grate the cheese, pull the thyme leaves from the twigs, and chop the dried rosemary. I dry my own rosemary but just buying fresh rosemary (or cutting it from a bush in my garden) and leave it out on the counter for a few days.
Step 5
Place a layer of potato slices along the bottom, and top it with a layer of fennel slices. Smear 1/4 cup leek confit over the top of the fennel. Sprinkle a little of the bacon, cheeses, herbs, salt and pepper over the top. Repeat the layers three more times, but withhold a couple of tablespoons of cheese to the side.
Step 6
In a small pot over medium heat, melt the butter. When the butter is melted and sizzling, whisk in the flour, one tablespoon at a time. Allow the flour/butter mixture to cook for a minute or two, occasionally whisking.
Step 7
Pour the vegetable broth and milk together into a measuring cup, and slowly whisk it into the flour/butter mixture starting with about two tablespoons at a time. Once a thick sauce is formed, add the broth in a steady, but slow, stream; continuing to whisk. Bring to a gentle simmer and pour over the potato gratin layers.
Step 8
Cover the gratin with foil; place the dish on a baking sheet; and bake for 45 minutes. Uncover, sprinkle on the last of the cheese and bake for another five to ten minutes, or until the cheese is melted.
Step 9
Serve warm.