Preheat the oven to 200°C.
Rub the potato with olive oil and bake on a tray for 45-60 minutes until soft.
Boil the sliced leeks for 3-4 minutes in salted water, then drain.
Warm the milk in a saucepan.
Melt the butter in a separate pan, stir in flour to make a paste, and gradually whisk in the warm milk.
Simmer the sauce for 4-5 minutes until thickened.
Stir in the cheese, mustard, nutmeg, salt, and pepper, then cook for one minute.
Halve the potato and scoop out the flesh while keeping the skins intact.
Mash the potato flesh with the leeks and spoon the mixture back into the skins.
Pour the cheese sauce over the filled potatoes and serve.