Brussels Sprout Casserole

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Preheat oven to 375°. In a large oven-safe skillet over medium heat, cook bacon until crispy, 8 minutes. Drain on a paper towel-lined plate, then chop. Discard bacon fat.
Return skillet to medium heat and melt butter. Add shallots and Brussels sprouts and season with salt and cayenne. Cook, stirring occasionally, until tender, about 10 minutes.
Remove from heat and drizzle with heavy cream, then top with both cheeses and bacon.
Bake until cheese is bubbly, 12 to 15 minutes. (If your cheese isn't golden, switch oven to broil and broil 1 minute.)