Wash the lettuce carefully to remove the dust and any insects. Take off the wilted leaves, and cut the root even with the head. Tie the top together. Lay the heads side by side in a baking-pan; add enough stock to cover the pan one and a half inches deep. Cover, and place in a moderate oven to simmer for one half hour, or until the lettuce is soft; renew the stock if necessary. Lift the lettuce out with a fork, putting it under the middle; let it drain, and lay it double, as it will be over the fork, in a row on a hot dish. Season the gravy in the pan with butter, salt, and pepper; thicken it with cornstarch, or with a beaten egg, and serve it with the lettuce.