Preheat Oven: Set oven to 400°F (200°C). Lightly grease a baking dish.
Cook the Shrimp: In a skillet, melt butter over medium heat. Add garlic and sauté for 30 seconds until fragrant. Add shrimp, season with salt, pepper, and paprika, and cook for 2 minutes per side. Deglaze with white wine (if using) and remove from heat.
Make the Béchamel Sauce: In a saucepan, melt butter over medium heat. Stir in flour and cook for 1 minute until golden. Slowly whisk in milk and heavy cream, stirring constantly until thickened. Add Parmesan cheese, salt, and nutmeg, then remove from heat.
Assemble the Gratin: Pour the béchamel sauce over the shrimp and mix well. Transfer to the prepared baking dish.
Add the Topping: Sprinkle mozzarella, Parmesan, and panko breadcrumbs evenly over the shrimp mixture.
Bake: Bake for 15-20 minutes until golden brown and bubbly.
Serve & Enjoy: Garnish with fresh parsley and serve hot with crusty bread, rice, or pasta.