Sounds absolutely fabulous. But if you put the cheese in the baking pan fist without greasing it, won't it be stuck in the pan till Christmas?

I've made this three Thanksgivings in a row and follow the recipe exactly as in Ad Hoc. There's never any sticking. I'm not sure why; maybe the butter that the leeks cook in helps. I just use a ceramic baking dish.

I have made it, and also modified it to make my own artichoke bread pudding, which I'll share here: https://food52.com/recipes/4450-artichoke-bread-pudding.
I oil the baking dish. I also mix the milk/egg mixture in the bowl with the bread, and I use bread as the first layer, then these, then bread, then cheese, then bread then cheese. Hope it works for you.

My friend Katie makes it every year with no sticking issues. She uses an enameled coated cast iron baking pan and gives it a very light coating of coconut oil, but said it doesn't direct you to do that in the cookbook, she just couldn't help herself.

Good question. And it's not simply an error in transcribing the recipe.
I found it elsewhere (e.g., Epicurious) and there too was no greasing the pan, but a quick skim of comments found no complaints.
Possibly the fat in the recipe (in half dozen of the ingredients) forms its own protective layer.
Last, you could always experiment with a light greasing or a physical barrier (parchment paper, foil).