Preheat the oven to 375 degrees F / 190 degrees C.
Heat an oven proof skillet over medium heat, then add the oil and butter. When the butter has melted add garlic, onion, and Brussel sprouts.
Season with salt and pepper and sauté for 10-12 minutes or until the sprouts are tender on the inside and crispy on the outside.
In a small bowl, whisk the nutmeg into the cream.
Remove the skillet from the heat and pour cream on the Brussel sprouts.
Sprinkle cheddar and parmesan on top with half of the walnuts. Bake for 10 minutes until the cheese melts.
Remove and garnish with more walnuts, grated parmesan, and parsley.
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Notes
Trim the stem end of the Brussels sprouts and cut larger sprouts in half. Check for any discolored or damaged outer leaves and remove them.
Use an oven-proof pan or transfer to a baking dish.
Whenever possible, grate your cheese fresh. Pre-packaged grated cheese often contains anti-caking agents, which can affect the texture of your gratin sauce.
Pour the cream mixture evenly over the sprouts. There is no need to stir it before adding the cheese.
Don't be shy about the seasonings. The sea salt, black pepper, and nutmeg should be enough to elevate the flavors. Taste as you go and adjust to your liking.
Add the chopped walnuts on top just before serving.
Bake until the top is golden brown and the Brussels sprouts are tender when pierced with a fork. Since we have precooked the sprouts, this step should only take about 5 minutes.
Allow the gratin to rest for a few minutes after removing it from the oven. This helps the flavors meld together and makes it easier to serve.
You can prepare the gratin in advance and refrigerate it. When you're ready to serve, simply bake it until heated through. This makes it a convenient dish for busy gatherings.
Garnish with fresh thyme.
Storage - keep leftovers in an airtight container inside the fridge for 4 days.