Put the leeks in a steamer over about 1 inch of boiling water; steam until tender, 10 minutes or more. Transfer the leeks to a platter.
While the leeks are steaming, make a vinaigrette: Whisk together the oil, vinegar,mustard, and shallot. Add a pinch of salt and a few turns of the pepper mill, then taste and add more vinegar, salt, or oil as necessary.
Dress the leeks with the vinaigrette, scatter with the egg, and serve, lukewarm or at room temperature.
