01 - Preheat the oven to 375°F. Grease a medium casserole dish with a little butter or oil.
02 - Heat the olive oil and 1 tablespoon butter in a large skillet over medium heat. Add the chopped onion and cook until softened, about 3 minutes.
03 - Stir in the mushrooms and sauté until golden, about 5 minutes. Add the garlic and cook for 1 more minute.
04 - Sprinkle the flour over the vegetables and stir well to coat. Cook for 1 minute.
05 - Gradually pour in the milk while stirring constantly to prevent lumps. Add the sour cream, paprika, salt, pepper, and thyme. Simmer until the sauce thickens, about 2-3 minutes.
06 - Stir in the shrimp and cook until just beginning to turn pink, about 2 minutes (they will finish cooking in the oven). Remove from heat.
07 - Gently fold in the mozzarella, half the Parmesan, and parsley. Pour the mixture into the prepared casserole dish.
08 - In a small bowl, combine the panko, melted butter, and remaining Parmesan. Sprinkle over the casserole.
09 - Bake uncovered for 20–25 minutes or until bubbling and golden on top.
10 - Let rest for 5 minutes before serving. Garnish with fresh parsley if desired.