Slice the leeks and zucchini into thick rounds.
Arrange the vegetable slices upright in a baking dish. Drizzle with olive oil and season evenly with salt and black pepper.
Prepare the sauce by grating the red onion and garlic into a small bowl or saucepan. Pour in the heavy cream, add fresh thyme leaves, and stir well to combine.
Pour the creamy sauce over the leeks and zucchini in the baking dish. Cover tightly with aluminum foil and bake until the vegetables are tender.
Remove the foil, grate Parmesan cheese generously over the top, and return to the oven to bake until the cheese is golden and bubbling.
Garnish with additional fresh thyme and serve warm with crusty bread.
Cook it hands-free.
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