Clean and wash the leek, cut off the dark green ends and use them for other purposes. Cut the leeks into 8-10 cm long pieces. Cook the pieces in boiling salted water for about 15 minutes.
Heat 30 g of fat in a pot, sweat flour in it while stirring. Add stock and milk while stirring, bring to the boil and simmer at medium heat for about 5 minutes. Stir horseradish into the sauce and season with salt and pepper.
Put the leek on a sieve, rinse under cold water and drain well. Wrap one slice of cured pork loin around each leek stick and distribute in 4 greased gratin dishes. Pour horseradish sauce over them and sprinkle with cheese.
Gratinate in the preheated oven (electric cooker: 225 °C/ circulating air: 200 °C/ gas: see manufacturer) for 20-25 minutes.