Quarter the marrow, and use a spoon to scoop out the flesh, leaving about a cm on the edges.
Drizzle a little olive oil over, arrange on a baking tray and bake at 200 degrees Celsius (390 Fahrenheit) for 30 minutes until nearly tender.
To make the bolognese sauce, heat up the oil in a cooking pan, add the peeled and chopped onion, and fry until golden.
Add the ground beef, and use a wooden spoon to break it into pieces until no longer pink.
Add the peeled and chopped garlic and carrots, bay leaves, stock and chopped tomatoes.
Cover the pan with a lid, and leave to cook until the liquid is reduced, and we have a sauce, that could take 20 minutes or so.
Add the tomato puree, season with salt and pepper, and remove from the heat.
Stuff the cooked marrow quarters.
To make the bechamel sauce, melt the butter in a pan, add the flour and whisk.
Pour in the milk, and continue to whisk until the sauce thickens.
Add the dijon mustard, ground black pepper and grated cheeses.
Whisk to get a thick sauce.
Pour the sauce on top of the bolognese.
Bake for a further 10-15 minutes at 180 degrees Celsius (350 Fahrenheit) until golden.
Garnish with fresh parsley - optional.