Let the endives soak in cold water for 5 minutes, then
drain and dry them. The best way to do this is to spin them in
a salad spinner, then set them aside on a kitchen towel.
This step is essential (or nearly so), because endives have an unfortunate tendency, once cooked, to act like sponges and absorb a lot of water; this will prevent you from ending up with water at the bottom of your baking dish (my personal nightmare).