Remove root ends and green tops from leeks and discard. Cut white part diagonally into 1/8-inch (3 mm) slices. Wash well in a sink full of cold water, separating leeks to remove all dirt. Drain well and dry on paper towel.

In a large skillet over medium-high heat, heat oil. Add leek slices and sauté just until slightly softened, about 2 minutes. Set aside to cool.

Peel sweet potatoes and slice 1/8-inch (3 mm) thick. In a buttered 12x8-inch (30x19 cm) baking dish, place 1/3 of the sweet potato slices in an overlapping layer. Season with salt and pepper. Top with 1/2 of the leeks and drizzle 1/3 of the butter over them. Sprinkle with nutmeg, and 1/3 of the blue cheese. Repeat layers once, and then add a final layer of sweet potatoes, topping off with remaining blue cheese. Pour milk over top and drizzle with remaining butter. Cover dish with foil and bake in a 350°F (180°C) oven for 20 minutes. Remove foil and bake 30 minutes more, or until cheese is nicely browned and sweet potatoes are cooked through. Makes 6 servings.