Prepare Cream Sauce: While the onions are roasting, in a small saucepan, heat the heavy cream over medium heat until it starts to simmer gently. Stir in the grated Parmesan cheese, ground nutmeg, and fresh thyme leaves (if using). Cook, stirring continuously, until the cheese is melted and the sauce is smooth.
Combine & Bake (Final): Pour the prepared cream sauce over the roasted onions in the baking dish, making sure they are evenly coated. If desired, sprinkle the breadcrumbs over the top for added texture. Return the dish to the oven and bake for an additional 15-20 minutes, or until the sauce is bubbly and golden brown on top.
Serve: Let the dish cool slightly before serving. Garnish with additional fresh thyme leaves if desired.
