Preheat oven to 400 degrees. Add heavy cream, bay leaves, 2 springs of thyme, garlic, nutmeg, and some salt and pepper to a large sauce pan. Heat over medium heat until it begins to boil. Remove bay leaves and thyme twigs.
Add sliced potatoes to heated cream. Gently toss together. Sprinkle Parmesan cheese over potatoes, along with more salt and pepper, and toss again to combine.
Grease a medium casserole dish or square baking pan. Place potato mixture evenly into greased dish. Sprinkle with more Parmesan cheese and thyme leaves from 3 remaining twigs. Cover dish with aluminum foil with a corner pulled back to vent the steam.
Bake for 30 minutes in a preheated oven. Remove foil and bake until top begins to get super crispy and brown, about 10 more minutes.
Remove from oven and let it sit until the bubbling subsides, about 10 minutes. Serve warm.