Pre-heat the oven to 180 degrees. Arrange the apple, chicory and most of the walnuts in a 2 pint baking dish and season well. Combine the cream, milk and nutmeg in a saucepan and bring to the boil. Remove from the heat and set to one side.
Pour the milk and cream over the apples, chicory and walnuts. Arrange half of the Reblochon on top and around the rest of the ingredients and cover the dish with aluminium foil. Bake for 30 minutes, then remove the foil and place the rest of the Reblochon on top.
Bake for a further 10-15 minutes until the cheese has melted and the top is golden. Remove and season with black pepper before serving.