Trim and slice the leeks and fennel, then peel and finely chop the garlic. Melt the butter in a large pan over a medium heat, strip in most of the thyme leaves, then stir in the veg. Season, then fry for 15 minutes, stirring regularly.
Pour in the wine, cover, and cook for 30 minutes, or until soft and sweet, stirring regularly and adding splashes of water, if needed.
Stir in the flour for a few minutes, then gradually add the milk, a splash at a time, stirring constantly. Simmer until thickened, stirring occasionally. Finely grate in half the nutmeg. Remove from the heat, finely grate in half the pecorino, tear in half the Taleggio, and stir well. Taste and season to perfection with sea salt and black pepper, if needed, and leave to cool.
Preheat the oven to 180ºC. To assemble, layer up the sauce and pasta sheets in a large baking dish, adding little bombs of mozzarella, Gorgonzola and the remaining Taleggio as you go, finishing with a final layer of sauce. Finely grate over the remaining pecorino and any other bits of cheese, then bake for 40 minutes, or until golden and bubbling.
Pick the remaining thyme leaves, toss in a little oil, and scatter over for the last five minutes. Leave to stand for 15 minutes, then dig in.