Vegetable Gratin with Blue Cheese Sauce

Ingredients

• 1 1/2 pounds parsnips, scrubbed and peeled -
• 1 pound carrots -
• 1 fennel bulb (about 8 ounces), trimmed -
• 2 tablespoons unsalted butter, plus more for greasing -
• 1/2 cup shallots, thinly sliced -
• 1/2 teaspoon salt, plus more as needed -
• 1/4 teaspoon freshly ground black pepper, plus more as needed -
• 1 clove garlic, minced -
• 2 teaspoons fresh thyme leaves, finely chopped -
• For the béchamel, and to finish: -
• 2 cups whole milk -
• 1 cup heavy cream -
• 3 tablespoons unsalted butter -
• 3 tablespoons (34g) all-purpose flour -
• 3 ounces blue cheese, crumbled -
• 1 teaspoon salt -
• 1/2 teaspoon freshly ground black pepper -
• 1/8 teaspoon freshly grated nutmeg -
• Pinch ground cayenne pepper, optional -
• 1 cup pecans, chopped -