Cut the leek into rings and wash thoroughly. Heat olive oil in a pan, add leek and fry for 10-15 minutes. Preheat the oven to 180°C/350°F.
Cut the bread into small pieces and transfer to a baking dish. Grate the cheddar. Whisk the egg and mix with vegetable stock, milk, and most of the grated cheddar. Season with salt and pepper.
Put the leek and cheddar-milk mixture into the baking dish and sprinkle with the rest of the cheese. Bake at 180°C/350°F for 30-40 minutes.