Add the leeks, carrots, onion, celery, and garlic to the fat in the pot and cook over medium heat, stirring occasionally, for 10 minutes, until the vegetables start to brown. Tie the thyme sprigs together with kitchen string and add to the pot along with the bay leaves. Return the oxtails to the pot and add the broth, 1 teaspoon of salt, and 1 teaspoon of pepper. Raise the heat and bring to a boil. Lower the heat, cover, and simmer for 1 hour. Discard the thyme bundle and the bay leaves, and skim off the fat.