Rinse the wild rice well in a fine-mesh sieve under cold water. Transfer the rice to a 2 qt. pot. Add 1-1/4 cups water, a pinch of salt, and the bay leaf. Bring to simmer. Cover the pot and reduce the heat to low, cook for 20-25 minutes or until the rice is tender. (If water removes after rice is cooked, drain it in a sieve.)
Preheat the oven to 375 F. Rub a 9 x 13 inch baking dish with a thin layer of softened butter. Set aside.
Mix the cheeses together in a small bowl. Set aside.
In a plastic bag, add the Panko crumbs, 1/4 teaspoon of black pepper, and olive oil. Shake to combine. Set aside.
While the rice cooks, heat the butter in a 12-inch sauté pan over medium heat. Add the leeks, celery, and season with salt and pepper. Cook until tender about 8-10 minutes.
Add the flour to the vegetables and stir to combine. Pour in the milk and bring to a simmer, stirring to prevent lumps. Add the cream, chicken stock, thyme, nutmeg, and 1/2 teaspoon salt and pepper.Simmer over low heat for about 5 minutes. Add the cooked chicken and wild rice (minus the bay leaf), and half of the cheese mix. Stir to combine and heat until the cheese is melted.
Pour the chicken and rice mixture into the baking dish and top with the remaining cheese mix. Bake for 25 minutes.
Remove the dish from the oven and sprinkle the Panko crumbs evenly over the top. Bake for another 25 minutes until the top is golden and the hot dish is bubbling in the center. Serve immediately.