Step 1

Preheat the oven to 400 degrees F (200 degrees C). Scrub potatoes and dry.

Step 2

Place potatoes directly on the center oven rack and bake for 1 hour. During the last 20 minutes of baking time, make the sauce.

Step 3

Combine 2 cups milk and heavy cream in a microwave-safe container and microwave on high power for 45 seconds; set aside.

Step 4

Melt butter in a large nonstick skillet over medium heat until bubbly. Stir in garlic, salt, pepper, and nutmeg and cook, stirring, about 1 minute. Stir in flour and cook, stirring continually, until the flour mixture is bubbly. Stir in hot milk and cream, and cook, stirring continually, until mixture comes to a boil, 3 to 5 minutes.

Step 5

Remove from heat and stir in Gruyere and Parmesan cheeses until melted, about 1 minute. If the sauce is too thick, stir in more milk, in 2 tablespoon increments, until sauce reaches the desired consistency.

Step 6

To assemble, cut open each potato and gently flake the flesh of each potato with a fork. Place 1/4 of cooked shrimp on top of each potato and cover with sauce. Sprinkle with chopped parsley and serve.