Preheat the oven to 375°F (190°C) and grease a medium-sized baking dish with butter.

In a skillet over medium heat, melt the butter. Sauté sliced leeks and chopped fennel until softened, about 5 minutes.

In a bowl, whisk together heavy cream, salt, pepper, and half of the Gruyère cheese. Pour over sautéed vegetables and mix well.

Transfer mixture to the baking dish and top with remaining Gruyère and Parmesan cheeses.

Bake for 30-35 minutes until golden brown and bubbling. Let cool slightly before serving.