Trim roots, outer leaves, and tops from the leeks, leaving 6 inches or so of the base. Split each leek in half lengthwise. Cut each half crosswise into 1-inch-thick slices. Rinse thoroughly under cold water, drain. Repeat. Set aside.
Wash brussels sprouts thoroughly under cold running water, and remove any discolored leaves. Cut off root ends, and cut sprouts in half.
Wash and peel carrots trimming off ends. Cut into 1/4 inch pices making coins or cut on a the diagonal for oblong pieces. Set aside.
Coat a large nonstick skillet with cooking spray; add oil. Place over medium heat until hot. Add leeks and garlic; sauté 5 minutes. Add sprouts, carrot, and water; cover and cook 15 minutes. Spoon vegetable mixture into a 1 1/2-quart casserole coated with cooking spray; set aside.
While vegetables are cooking warm milk in a small saucepan. Place milk in pitcher. (I find this warming creates a smoother sauce, but you may skip it if you are short on time.) Melt butter in the same saucepan over medium-low heat, stir in flour. It will form more lumps than paste - that's low fat cooking. Add in 1/4 cup of milk and vigorously whisk to blend the flour and remove lumps. Gradually add the remaining milk, stirring each with a wire whisk until well blended. Increase heat to medium, cooking for about 5 minutes or until thickened, stirring constantly. Remove from heat; stir in lemon-pepper blend and Parmesan. Pour sauce over vegetable mixture. (Cover and chill mixture now, if desired.).
Preheat oven to 350 degrees. Before baking, sprinkle cornflake crumbs over vegetable mixture. Bake uncovered for 20 minutes or until thoroughly heated.
If you are cooking a cold gratin, bake 30 minutes covered. Remove cover and bake additional 20 minutes.