Remove leaves from one artichoke heart, pat dry and reserve. Thinly slice remaining artichokes. Pat dry.
Melt 3 tablespoon of butter in a sauce pan over medium heat. Add flour and cook stirring constantly, 2 minutes. Gradually whisk in milk and bring to a boil. Add cayenne, salt and pepper. Reduce to simmer and cook, stirring until thickened. About 2-3 minutes. Remove from heat and stir in cheeses.
Melt remaining butter in a skillet over medium-high, add onion and cook 3-4 minutes. Add thyme, garlic, and sliced artichokes. Cook stirring frequently, 3-4 minutes. Add to cheese mixture along with lemon zest. Transfer to baking dish.
Top with reserved artichoke leaves and sprinkle with breadcrumbs. Bake until golden and bubbling, about 15 minutes. Serve warm with sliced baguette.
Notes
*May be prepared, all but the last step of adding the artichoke leaves, breadcrumbs, and baking; up to a day ahead. Cool, cover and refrigerate. Bring to room temperature, top with leaves and breadcrumbs, and bake Serve warm with sliced baguette.