Decadently rich with a luscious creamy texture, these individual tartlettes make a sensational first course for a special, glamorous meal. The filling can be made a day ahead; you can also pre-bake the tart shells a day or two ahead, as long as you store them at room temperature in an airtight container. (You can skip the pre-baking step if you wish, although the crust won't be as crisp.)Choose a good quality French Roquefort cheese for the best flavor; some domestic brands are very salty. Serve the tartlettes with a small baby arugula or watercress salad on the side, dressed with a simple walnut oil and lemon vinaigrette. The richness of the Roquefort is nicely balanced by the mildly peppery bite of those greens.
Cut the pastry dough into four 5-inch circles and carefully fit the dough rounds into individual tart pans with removable bottoms. If necessary, piece together the odd-shaped pieces of dough to complete the fourth tart. Chill the tarts for 45 minutes.
Position a rack in the middle of the oven, and preheat to 400 degrees F. Line each tart with aluminum foil and fill with pie weights or dried beans. Place the pans on a baking sheet and bake for 20 minutes. Remove the foil and weights, and continue baking until the tarts are pale golden brown, pressing with the back of a fork and piercing the crust if it bubbles, 5 to 8 minutes. Cool the tart shells in their pans on a wire rack for at least 10 minutes.
Meanwhile, cut the leeks in half lengthwise, and then cut crosswise into thin slices. Rinse well to remove all the sand, then dry thoroughly. Melt the butter in a small skillet and add the leeks. Cook very slowly over medium-low heat until the leeks soften, about 8 minutes. Add the wine and cook until the liquid evaporates, stirring frequently. Let cool for 5 minutes.
Combine the Roquefort, mascarpone, and eggs in a medium bowl. Beat vigorously into a stiff paste and then add the leeks. Place the tart pans on a rimmed cookie sheet and divide the filling among the pans. The filling puffs quite a bit as it bakes, so don't worry if the tartlettes aren't filled to the brim. Bake until the filling is set and golden brown, 20 to 25 minutes. Let the tarts cool 10 minutes before carefully removing the rings. Serve warm.