01 - Preheat the oven to 375°F. Lightly grease a 1.5-2 quart casserole dish with butter or oil.
02 - Heat olive oil and 1 tablespoon butter in a large skillet over medium heat. Add chopped onion and cook until softened, approximately 3 minutes.
03 - Stir in mushrooms and sauté until golden brown, about 5 minutes. Add minced garlic and cook for 1 additional minute.
04 - Sprinkle flour over vegetables, stirring constantly to coat evenly. Cook for 1 minute to remove raw flour taste.
05 - Gradually pour in milk while whisking continuously to prevent lumps. Add sour cream, paprika, salt, pepper, and thyme. Simmer until sauce thickens, 2-3 minutes.
06 - Stir in shrimp and cook until just beginning to turn pink, about 2 minutes. Remove from heat as shrimp will finish cooking in the oven.
07 - Gently fold in mozzarella, half the Parmesan, and parsley. Pour mixture into prepared casserole dish.
08 - In a small bowl, combine panko, melted butter, and remaining Parmesan cheese. Sprinkle evenly over casserole.
09 - Bake uncovered for 20-25 minutes until bubbly and golden brown on top.
10 - Let casserole rest for 5 minutes before serving. Garnish with fresh parsley if desired.