If your shrimp are frozen, thaw under cold running water and pat dry to prevent excess liquid from making the sauce thin.

Preheat your oven to 375°F while you assemble the components.

Heat 1 tablespoon of olive oil in a large skillet over medium-high heat. Add the shrimp in a single layer and cook 1-2 minutes per side until just pink and opaque. Remove the shrimp and set aside.

Reduce heat to medium and melt the butter in the same skillet. Add chopped onion and cook 3-4 minutes until softened.

Stir in garlic and cook for 30 seconds. Sprinkle in the flour and whisk constantly for 1-2 minutes until a pale paste forms.

Gradually whisk in milk and heavy cream, then add white wine if using. Bring to a gentle simmer until the sauce thickens, about 3-4 minutes.

Turn off the heat and stir in cheddar and half the Parmesan until melted and smooth.

Add lemon juice, paprika, thyme, cayenne if using, and season with salt and pepper. Fold in the cooked rice or pasta and the seared shrimp.

Spoon the mixture into the prepared 9x13-inch baking dish.

In a small bowl, toss breadcrumbs with the remaining olive oil and remaining Parmesan, then sprinkle evenly over the casserole.

Bake at 375°F for 20-25 minutes until bubbling and the topping is golden brown. If topping browns too quickly, tent with foil for the last 5 minutes.

Remove from oven and let rest 5-10 minutes to set.

Sprinkle chopped parsley over the top and arrange reserved shrimp for presentation.

Cut into squares and serve hot with lemon wedges on the side.