You don't often find chicory in the UK but it's a really popular vegetable in France, where they are called endives, and Belgium, where they are called chicons. They can be eaten raw in salad or stuffed with cheesy or fishy fillings (such as Boursin or tuna and mayonnaise) and eaten as nibbles. The traditional French way of eating them is to cook them whole, wrap them in a slice of ham and cover them with cheese sauce. This is called Endives Au Gratin.
I used to make them this way and always used to ask at the farmers' market for endives that were all about the same size so that they would cook at the same time, then the stallholder said that it works better if you chop them up, firstly because they cook more evenly and secondly because they get more smothered in cheese sauce. They do have quite a bitter taste so you'll either love them or loathe them !
They couldn't be easier to prepare. Slice them and braise them for 5 minutes in boiling water. Drain and reserve.
Prepare a cheese sauce, either from scratch or using a packet mix. Today, I was short on time so I just melted some grated cheese into crème fraîche and added some garlic salt and smoked paprika and it was just as good. Stir in the cooked endives and the chopped ham. Pour into an ovenproof dish, sprinkle with grated cheese and bake in the oven at 180°C for 20 minutes until the cheese is bubbly and golden brown.
Serve with crusty bread.