Preheat the oven to 400°F. Oil a round 9- or 10-inch casserole dish and set aside.

Heat oil in a large, deep skillet over medium-high heat.

Add onion and cook, stirring often until beginning to brown, 3 to 4 minutes.

Add collard greens and cook, tossing often until wilted, just tender and any residual liquid has cooked away, about 5 minutes.

Meanwhile, in a large bowl, vigorously whisk together milk, flour, nutmeg, salt and pepper.

In a medium bowl, toss together bread crumbs, cheese and thyme.

Transfer contents of the skillet to the prepared dish, pour over milk mixture and scatter with bread crumb mixture.

Bake until golden brown and crunchy on top, about 20 minutes.

Serve with lemon wedges to add extra flavor.

*Make coarse, fresh bread crumbs by pulsing torn pieces of sandwich bread in the food processor.