2 lbs. Brussels sprouts, trimmed of outer leaves and sliced in half
2 oz. pancetta, diced
1 Tbsp. butter
3 shallots, peeled, halved and sliced
2 Tbsp. flour
1 3/4 cups whole milk
1 pinch ground nutmeg
1/2 tsp. thyme
4 oz. grated Pecorino Romano cheese, divided
Directions:
Preheat the oven to 400 F. Butter an 8-by-12-inch gratin or casserole dish.
Fill a large pot with 4 quarts of water plus 1 tablespoon of salt. Bring to a boil. Add the halved Brussels sprouts and blanch for 3 to 4 minutes, until just barely tender. Remove from heat. Drain in a colander and rinse with cold water to stop the cooking. Set aside.
Place diced pancetta in a large pan on medium-low heat. Cook until most of the fat is rendered, about 8 to 10 minutes. Remove the pancetta from the pan and set aside, leaving the rendered fat in the pan.
Add butter to the pan and melt on medium heat. Add the shallots and gently cook until softened, about 4 to 5 minutes.
Add the flour to the butter shallot mixture and whisk for 1 to 2 minutes. Slowly add the milk while stirring with a wooden spoon until the roux is incorporated into the milk. Cook over medium-low heat for several minutes, stirring until the sauce thickens and coats the back of your spoon. Add fresh thyme and sprinkle with nutmeg. Add 3 ounces of grated cheese into the white sauce and stir until the cheese is melted and incorporated into the sauce.
Add half of the cooked pancetta back to the sauce. Taste and add more salt, if necessary. Add the Brussels sprouts into the cheese sauce and toss to coat. Transfer the cheesy Brussels sprouts into the prepared casserole or gratin dish. Sprinkle with the remaining pancetta and the remaining 1 ounce of grated cheese.
Bake for 25 minutes until the top is lightly browned and bubbly. Remove from oven and let sit for 10 minutes before serving.