Preheat your oven to 375°F (190°C) and grease a large baking dish with butter.

Heat olive oil in a large skillet over medium-high heat, season shrimp with salt and pepper, and cook for 1-2 minutes per side until pink.

Reduce heat and melt butter in the same skillet, then sauté chopped onion for 3-4 minutes until soft. Add garlic, basil, and nutmeg; cook for 30 seconds.

Pour in heavy whipping cream and simmer for 3-4 minutes, then stir in cheeses until the sauce is smooth. Adjust seasoning as desired.

Layer seared shrimp in the prepared baking dish and pour the creamy cheese sauce over them.

Combine leftover grated Parmesan with crushed pork rinds, then sprinkle over the shrimp and sauce.

Bake for 25 minutes or until the top is golden brown and sauce bubbles around the edges.