Separate the celery sticks, cut off the ends and the leaves. Wash, dry and finely chop the leaves and keep them to one side in a covered dish. Wash the celery and peel off the thick threads (as for rhubarb).

Arrange the celery sticks in a buttered ovenproof dish, then season to taste.

Cover the marrow bones with boiling water. Press the marrow out of the bones, using the handle of a wooden spoon and cut it into 1 cm (1/2 in) slices. Arrange the slices over the celery.

Stir the flour with the Madeira and milk and pour the mixture over the celery. Sprinkle with the celery leaves and cheese and dot with the butter.

Bake the celery on the middle shelf of a moderately hot oven (200°C, 400°F, gas 6) for 40 minutes.

Serve with: rye bread and smoked ham.