Heat the oven to 180°C. Remove any brown or damaged leaves from the chicory, but do not cut off the root!
Cut each head in half lengthways and put them in a baking tin. Pour over the stock and litre lemon juice, then put the lemon in the tin. Add the garlic too. Scatter the thyme leaves all over the chicory, then put a tiny knob of butter or dairy-free spread on each halves and season with pepper.
Cover the tin with foil, then put it in the oven for 25-30 minutes.
Take the foil off and put the tin back in the oven, on the upper shelf and bake for 5-10 more minutes, until the chicory is golden and tender.
Roast for 15 minutes until the chicory begins to soften, then turn them over and cook for a further 10 minutes or until the chicory is tender and golden.
Serve warm.