This is a classic recipe that I prefer to slightly alter to improve it to my taste. Endives can be somewhat bitter - so I like to salt them for 30 to 40 minutes to draw out the bitterness.
So, for 6 endives half them, salt them with 2 teaspoons of salt getting into the centres on the cut side and let them drain as you would for an aubergine. Then, rinse under running water and drain. Meanwhile, slice 2 or 3 onions and cook in a non-stick pan with butter until brown and sweet. Remove and set aside. In the same pan add the endives, cut side down, and brown off for 7 minutes until browned and all liquid has evaporated.
Into an oven proof dish, place the onions in first (adds sweetness), then the endives cut side up. Spoon on 6 to 8 full teaspoons of mascarpone cheese evenly, but keep whole as they don't really melt and it is really nice to come across them while you are eating. Sprinkle some finely chopped good quality ham, about 4 slices. Top this all of with a grated hard cheese of your choice (I used some Comté) - about a cup. Sprinkle with black pepper and parsley. Finish off in the oven on a medium/high heat or until it has coloured about 20 minutes.
It ends up feeling a bit lighter and there is enough moisture from the endives without swimming in sauce. A touch of richness coming from the mascarpone, which provides the balance to the dish.