Butter a shallow 2-qt. baking dish (about 8 by 11 in.) and preheat oven to 400°.
Melt 2 tbsp. butter in a sauté pan* or large frying pan over medium-high heat and add cabbage wedges cut side down. Sprinkle with 3/4 tsp. salt and 1/2 tsp. pepper; cook, turning once, until lightly browned, 5 to 7 minutes.
Add 1/4 cup water to pan. Partially cover and cook cabbage until it's just tender, 3 to 5 minutes more.
Transfer cabbage and any stray leaves to prepared dish, arranging wedges so they lie flat (they should fit snugly).
Return pan to medium heat and melt remaining 2 tbsp. butter. Add garlic, chopped thyme, nutmeg, and flour. Stir until thoroughly combined, add cream, and cook, stirring, just until thickened and bubbling, about 2 minutes.
Pour cream mixture over cabbage. Top with cheese and bread crumbs. Bake until browned and bubbling, about 20 minutes. Garnish with thyme sprigs and season to taste with more salt and pepper.
*Look for a gouda that's light golden or caramel colored and aged at least 18 months. A sauté pan is a frying pan with sides about 2 in. high.