Heat the oven to 180C/350F/gas mark 4. Pour the cream into a medium saucepan and add the onion, thyme stems, bay, garlic, lemon skin, cloves, a teaspoon of salt and a teaspoon of white pepper. Gently bring the cream to a boil, then remove from the heat. Set aside to infuse for at least 10 minutes, then strain.
Scatter a third of the beetroot and celeriac on the base of a 27cm x 18cm baking dish or high-sided roasting tray. Pour over a few spoonfuls of cream and sprinkle a third of the cheese and thyme leaves on top. Arrange another layer of vegetables followed by a little cream and another third of the cheese and thyme. Place the final layer of vegetables on top, pour over the remaining cream, holding back the last of the cheese and thyme leaves, and gently press down to level.
Cover with foil and bake for 50 minutes. Reduce the temperature to 160C/320F/gas mark 2½, remove the foil and bake for 20 minutes more. Sprinkle over the last of the cheese and thyme, and bake for another 15 minutes, until the cheese is golden brown and the vegetables are cooked through. Leave to sit in a warm place for five to 10 minutes before serving.