Remove the outer leaves from the cabbage and trim just a little from the bottom core. Slice the cabbage down the middle, then cut each half into 3-4 wedges, making sure each wedge has a portion of the core to keep it intact.
Season the cabbage wedges with salt and black pepper.
Preheat the oven to 400°F (200°C).
Heat the olive oil in a cast iron pan over medium-high heat. Sear the cabbage wedges on both sides, until golden brown. Work in batches, if necessary.
Transfer the seared cabbage wedges to a deep baking sheet or large casserole dish. Bake for 25 minutes, or until tender.
While the cabbage is roasting, toast the walnuts in a dry pan over medium heat, stirring frequently. Set aside.
In a separate pan, melt the butter over medium heat. Add the minced shallots and garlic, along with black pepper, nutmeg, paprika, and crushed red pepper. Sauté for a few minutes until fragrant.
Sprinkle with the flour and allow the raw flour taste to cook off for a few minutes.
Pour in the heavy whipping cream, and simmer until slightly thickened.
Gradually whisk in the Parmesan cheese until smooth and creamy.
Once the cabbage is tender, remove from the oven and spoon the Parmesan cream sauce over each wedge.
Sprinkle with additional grated Parmesan and place under the broiler for a few minutes until golden brown.
Garnish with toasted walnuts and serve immediately.
