Step 1

Preheat oven to 450°. Using an electric mixer on medium, beat butter in a medium bowl until smooth. With motor off, add wine, salt, pepper, and nutmeg, then beat on medium until incorporated. Reduce speed to low and add garlic, shallot, and parsley; mix just until incorporated. Transfer butter to a disposable pastry bag or a resealable plastic bag and snip off end (or 1 corner if using plastic bag).

Step 2

Place shells in a single layer in a shallow 2-qt. baking dish and pipe about 2 tsp. garlic-parsley butter into each. Tuck a snail inside each shell, then pipe in more garlic-parsley butter to fill shell and mound over top. Bake until snails are sizzling and garlic in butter no longer tastes raw, 10–15 minutes.

Step 3

Do Ahead: Shells can be filled 1 day ahead. Cover and chill. Bring to room temperature before baking.