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Toast coriander seeds and peppercorns in a small skillet over medium-low, stirring occasionally, until fragrant, about 3 minutes. Using a mortar and pestle or a spice mill, crush to a medium-coarse texture. Set aside.
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Cut top quarter off garlic heads; discard tops. Heat 2 tablespoons honey in a small skillet over medium-low. Add garlic, cut sides down; cook, swirling skillet occasionally, until honey darkens to a mahogany color and garlic cloves have started to brown, about 2 minutes. Remove from heat. Transfer garlic heads to a plate using tongs, and set aside. Add Madeira, Cognac, 2 tablespoons water, reserved coriander mixture, and remaining 6 tablespoons honey to darkened honey in skillet. Cook over medium-low, stirring occasionally, until glaze thickens to a thin syrup, 12 to 14 minutes. Remove from heat. Set aside.
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Preheat oven to 325°F. Toss together collards and 3 tablespoons oil in a roasting pan until evenly coated. Pour remaining 1/4 cup water over collard greens. Score top of ham in a 1-inch-wide crosshatch pattern, and set ham in center of roasting pan on collard greens. Place garlic heads, cut side up, in roasting pan. Cover roasting pan tightly with heavy-duty aluminum foil. Bake in preheated oven until a thermometer inserted in thickest portion of ham registers 90°F, about 1 hour.
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Remove ham from oven, and remove foil. (Do not turn oven off.) Transfer ham to a baking sheet. Toss together leeks, tangerines, bay leaves, and remaining 2 tablespoons oil in a large bowl. Add leek mixture to collard greens in roasting pan, and stir until well combined. Place ham on vegetable mixture, and brush with 1/4 cup glaze. Bake ham at 325°F, uncovered, 30 minutes. Brush ham with 2 tablespoons glaze, and stir wilted greens mixture to coat in pan juices; bake for 30 additional minutes. Brush ham with remaining 2 tablespoons glaze.
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Increase oven temperature to 350°F. Continue baking ham, turning vegetables occasionally, until collard greens are very tender, surface of ham caramelizes, and a thermometer inserted in thickest portion of ham registers 145°F, 45 minutes to 1 hour, loosely tenting with aluminum foil if ham begins to get too dark.
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Remove from oven. Let ham rest, uncovered, 10 minutes. Carve across the grain into thin slices. Serve with collard greens mixture, pan juices, and roasted garlic.