You can absolutely use full-sized leeks if you can't get your hands on baby leeks. Slice the bottoms off the leeks and then cut off the leafy green part of the tops. The lighter parts of the leeks have the most taste.
Once you've top and tailed the leeks then you may want to slice them at the middle if they are too long. Next, slice them in half lengthways and then pop them in the baking tray and follow the instructions below. Keep all the layers of the halved leeks together, otherwise, you may find that the smaller inside layers cook too quickly.