Melt the butter in a large frying pan over medium-low heat. Add the sliced leeks with a pinch of salt and cook gently for 8–10 minutes, stirring occasionally, until soft but not coloured. Add a splash of water if the pan starts to look dry.
Stir in the wholegrain mustard and mustard powder, then pour over the double cream. Season with a little pepper and nutmeg if using. Simmer for 2 minutes to thicken slightly. Taste and adjust the seasoning as needed.
Preheat the oven to 190°C (170°C fan). Transfer the creamy leeks to a buttered ovenproof dish. Mix the Cheddar, Parmesan, and breadcrumbs in a bowl, then scatter evenly over the leeks.
Bake in the oven for 25–30 minutes until the top is golden brown and crisp. Serve straight from the oven as a side dish.