Start by peeling and deveining the shrimp if not already done. Pat them dry with paper towels. This part is essential; moisture can make your dish watery rather than creamy.

In a large skillet, heat the olive oil and butter over medium heat. Add the shallots and cook them until softened, which takes about 2 to 3 minutes. Take your time here; these aromatics are about to become the flavor base of our dish.

Add the minced garlic and stir for about 30 seconds, being careful not to let it burn. Next, sprinkle the flour into the pan. Whisk continuously for 1 to 2 minutes until the mixture is light brown and slightly bubbly.

Slowly pour in the whole milk while whisking to combine, being sure to break up any lumps. Continue whisking over medium heat until the sauce thickens, roughly 5 minutes. Now, season with nutmeg, sea salt, and 2 teaspoons of the Italian herb seasoning.

Once your sauce reaches a velvety consistency, mix in the shrimp. After that, fold in the Cheddar and Parmesan cheeses until they're melted into the sauce.

Preheat your oven to 350°F (175°C). Spoon the shrimp mixture into a greased baking dish. In a separate bowl, combine the breadcrumbs, remaining Italian seasoning, and a drizzle of olive oil. Sprinkle this mixture evenly over the shrimp.

Place the dish in the oven and bake for about 25-30 minutes, or until the topping is golden brown and the shrimp are cooked through. You’ll appreciate the mouthwatering aroma that fills your kitchen.

Once baked, remove it from the oven and let it sit for a few minutes. Garnish with freshly chopped parsley. Now, dig in and savor every bite!