Chef Kieron Hales recommends saving the delicious cooking liquid from these meltingly tender leeks to use in a soup, as he does at Cornman Farms in southeast Michigan.
Preheat oven to 350°. Cut off the root ends of leeks (staying as close to the roots as possible) and the tops of leeks (just where the green part gets darker). Halve leeks lengthwise. Rinse under running water, gently using your thumb to separate the layers without breaking them apart. Place leeks cut sides down on a wire rack 10 minutes to dry.
Meanwhile, in a small saucepan, melt butter over medium. Add stock, onion, rosemary, tarragon, horseradish, garlic, star anise, bay leaf and kosher salt. Bring to a boil; reduce heat. Simmer, uncovered, 15 minutes.
In a deep 12-inch oven-going skillet, heat oil over medium-high. Add leeks, cut sides down; cook until lightly browned, about 5 minutes. Remove from heat; gently pour stock mixture over leeks. Cover skillet and place in oven. Bake 30 minutes.
Remove from oven; let cool 30 minutes with the lid on. Using tongs, transfer leeks to a wire rack set over a baking sheet to drain. Transfer to a serving dish. Season with sea salt.