Preheat oven to 375 degrees. Halve leeks lengthwise, leaving halves attached at root, and rinse well, shaking off water.
In a large skillet, combine cream and leeks; season with salt and pepper. Bring to a boil over medium-high; reduce to a medium simmer, cover, and cook 5 minutes. Uncover and simmer until leeks are tender, 15 minutes. Transfer leeks and sauce to a shallow 2-quart baking dish.
Sprinkle with cheese and bake until golden and bubbling, about 35 minutes. Let gratin rest 10 minutes before serving.
To store: After step 2, cover and refrigerate, up to 1 day.