Cooking the leeks slowly allows the flavours to develop.
Melt the butter in a heavy saucepan, add the leeks, then cover and sweat without letting them brown. Pour in the red wine, add the thyme and bay leaf and season lightly with salt, pepper and nutmeg. Bring to the boil, then lower the heat, cover and cook for about 1-1½ hours, until the leeks are tender. Alternatively cook in a moderate oven for 2 hours.