The problem with a Sauternes or a white port is the sweetness. A Stilton and leek soup with walnut bread is already sweet and rich. If you pair it with a wine that is ALSO sweet and rich you will overwhelm your guest's palate and they will not enjoy the main course nearly as much. Instead, pair the soup with a dry, austere white that will serve as a counterpoint to the sweetness of the soup and cut through some of the richness. I suggest a Sauvignon Blanc or a Chardonnay.
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