Heat the oil in a saucepan, add the leeks and fry for 3—4 minutes until softened.
Stir half the Stilton and the thyme into the leek mixture, then blend together the remaining Stilton, the eggs and crème fraîche in a bowl.
Brush the filo squares with a little milk and use them to line 4 fluted flan tins, each 10 cm (4 inches) across. Spoon the leek mixture into the tins, then pour over the cheese and egg mixture.
Place the tins on a baking sheet and bake in a preheated oven, 200°C (400°F), Gas Mark 6, for 15—20 minutes until the filling is set.