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Preheat the oven to 350 F.
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Grease 4 1-cup ramekins with butter. Set aside.
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Pour the milk into a saucepan and add the butter. Place over medium heat and bring just to a simmer. Stir in the rolled oats and reduce the heat to medium low, or even low for a strong gas cooktop. Stir constantly, until smooth and thick.
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Remove from the heat and stir in the heavy cream, brown sugar, cinnamon, vanilla and pinch of salt (I like a generous pinch).
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Beat the egg whites until just stiff–do not let them beat until dry. Set aside.
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Beat the egg yolks and then stir them into the oatmeal mixture. Then fold the stiff egg whites into the oatmeal until just incorporated. Be careful to not overstir.
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Divide the mixture evenly between the 4 ramekins. Place them onto a cookie sheet and bake for 40 minutes, or until they are just barely set.
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Serve warm with nuts, apple compote (really any fruit compote) and drizzled with a little extra heavy cream.