How to Make It
Preheat the oven to 350°. Spray a 9-inch square ceramic baking dish with nonstick spray and line it with parchment paper, allowing 1 inch of overhang on two sides. In a large bowl, whisk the ricotta with the heavy cream, eggs, Pecorino, 1 tablespoon of the olive oil, 1/2 teaspoon of salt and the nutmeg. Spread the mixture in the prepared baking dish in an even layer and cover tightly with foil. Bake for about 50 minutes, until the ricotta is just set. Let cool completely, then refrigerate until firm, about 30 minutes.
Meanwhile, increase the oven temperature to 400°. In a small baking dish, brush the tomatoes with olive oil and season with salt. Bake for about 20 minutes, until the tomatoes just start to burst.
In a medium bowl, toss the cucumber slices with 1/2 teaspoon of salt and let stand for 10 minutes. Drain the cucumber on paper towels. Return the cucumber to the bowl and toss with the red onion, red wine vinegar and the remaining 1 tablespoon of olive oil.
Preheat the broiler. Using the parchment paper, lift the baked ricotta out of the baking dish and cut into 8 pieces. Arrange the pieces on a baking sheet and lightly brush with olive oil. Broil 6 inches from the heat for about 6 minutes, until golden in spots. Transfer the ricotta to plates. Drizzle a little saba on top and serve with the roasted tomatoes and cucumber salad.