Preheat the oven to 350°F.
In a large skillet, cook bacon over medium-high heat until crispy. Remove from the skillet, place on a paper towel lined plate to cool. Chopped cool bacon, to crumble into bacon bits. Leave remaining bacon grease in the skillet.
Meanwhile, cut the brussels sprouts in half lengthwise.
Reheat the skillet with the bacon grease to medium-high heat. Add minced garlic. Place brussels sprouts, cut side down on the skillet, cover and let cook until the bottom of the sprouts have browned (about 2-4 minutes). May have to work in batches. The brussels sprouts don't need to cook all the way through yet.
Add cooked brussels sprouts to a square baking dish or keep them in the skillet if oven proof. Stir in heavy cream, both shredded cheeses, salt, paprika and nutmeg. Top with crumbled bacon.
Bake uncovered at 350°F for 10-14 minutes or until brussels sprouts are cooked through. Brussels sprouts are done when a fork or knife can slide through them. Let sit for a few minutes.
