Heat a dash of oil in a large frying pan, and add the sliced onion. If you're in a rush, just cook over a medium heat for about 5 minutes until the onion is soft. Or, if you've got time to spare and you'd prefer your onion to caramelise further, keep the heat very low, and allow it to cook slowly until it's a deep golden brown - depending on how hot you have the pan, it could take a full hour.
When the onion is soft, add the kalettes, mushrooms and garlic. Cook over a medium heat for another 10 minutes or so, until the vegetables are all fairly soft.
Add the cream, vegetable stock, thyme, pepper, nutmeg, and about half of the grated cheese. Mix thoroughly - as the cheese melts into the liquid, it should give a smooth, glossy sauce. Simmer gently until the vegetables are all cooked to your liking.
Sprinkle the remaining cheese on top, and put the pan under a grill (broiler) set to a medium heat for a few minutes, until crispy and golden brown.