Preheat oven to 350. Core and cut cabbage into 8 wedges. Place on a rimmed sheet pan and drizzle with EVOO. Roast cabbage for 45 minutes. **Note: Essential step! This is the trick! It dries out the cabbage for the next steps.** While baking cabbage, bring shallots thru pepper to a simmer in a small saucepan. Cook 15-20 minutes til shallots are tender. Let cool. With a food processor or immersion blender, process the cream and other ingredients until smooth. Grease a casserole, lay the wedges in a single layer and pour the sauce over it. Bake at 350 for 35 minutes. Then let cool for 30 minutes. Sprinkle cheeses over the top and broil 4 minutes. Gratin should be buubly and deeply browned. Season w a little more thyme.