Bring a large pot of water up to a boil and season with salt. Prepare a large bowl of ice water and set aside. Drop large bunches of kale into the water, working in batches, and stir around gently until softened, about 3 minutes. Use a spider or large slotted spoon to transfer to the ice bath. Once cool, drain, then use your hands to squeeze out as much liquid as possible. Coarsely chop, then transfer to a large bowl.
Heat oil in a medium skillet over medium heat. Add breadcrumbs and stir until crisp and golden brown, about 5 minutes. Transfer to a bowl, season lightly with salt and pepper, then stir in Parmesan cheese and 1 teaspoon thyme leaves.
Wipe out the skillet, then melt 1 tablespoon butter over medium-high heat. Add shallots and stir until they turn golden and crisp, about 7-8 minutes, then transfer to the bowl with kale.
To the same skillet, add the remaining tablespoon of butter and tablespoon of flour. Whisk until flour is absorbed, then whisk in half and half, garlic, and thyme sprigs. Bring to a simmer, then cook until mixture is thickened and reduced to about 1 ½ cups. Add nutmeg, then season with salt and pepper to taste (you can go a little heavier since it's getting mixed with the kale). Discard the thyme sprigs and garlic cloves if desired (I leave the garlic in and mash them up a bit with a fork).
Pour sauce over the kale and toss to evenly coat. Taste and season again with salt and pepper. Transfer to a greased 3-quart baking dish. Sprinkle with Gruyère cheese and then with breadcrumbs on top. At this point the dish can be prepared up to 3 days in advance. Cover and refrigerate until ready.
Preheat oven to 400 degrees. Bake, covered, for a about 25 minutes, or until the filling is hot. Remove the cover and continue baking until bubbling, golden, and melted, about 10-20 minutes more. Sprinkle with remaining thyme leaves and serve.