Trim leeks by discarding the root end and the dark green tops. Quarter leeks and rinse well to remove any sand. Pat dry with a paper towel.
Drizzle olive oil, salt, and pepper over the leeks. Use your hands to make sure they are evenly coated. Place leeks cut side down in a baking dish.
Cook for 20 minutes. Carefully flip leeks over to cut side up. Sprinkle with grated Parmesan cheese and cook until soft and cheese has melted, about 10 minutes more. Garnish with chopped parsley if desired.