Rinse the carrots, peel, cut into cubes, and saute in hot butter briefly. Add the broth, bring to a boil, reduce the heat, cover and simmer for 15 minutes until soft.
Preheat the oven to 175°C (approximately 350°F). Puree the carrots with lemon zest, juice, and sour cream in a blender. Stir in the eggs and season with salt, pepper, allspice, and cayenne pepper.
Grease the molds and fill with the carrot mixture. Place the ramekins in a large baking dish, pour hot water into the dish to cover the ramekins by 1/2 and bake in the oven for about 45 minutes.
Stir together the cornstarch with a little cold water until smooth. Pour the cream into a saucepan and bring to a gentle boil. Stir in the cornstarch and cheese and season with salt, pepper, and nutmeg. Simmer until thickened. Remove the vegetable flan from the oven, loosen with a knife around the edge of the molds and turn out onto plates.
To serve, spoon the sauce around the flan and garnish with roasted leeks in a little red wine.