01 - Preheat the oven to 375°F. Lightly grease a medium casserole dish with butter or cooking spray.
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 sliced mushrooms and sauté until golden brown, about 5 minutes. Add minced garlic and cook for 1 additional minute until fragrant.
04 - Sprinkle flour evenly over the vegetable mixture, stirring constantly to coat. Continue cooking 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 dried thyme. Simmer until sauce thickens nicely, 2 to 3 minutes.
06 - Fold shrimp into the sauce and cook just until they begin to turn pink, about 2 minutes. Remove from heat as they will complete cooking in the oven.
07 - Gently stir in mozzarella cheese, half the Parmesan, and fresh parsley. Transfer the entire mixture to the prepared casserole dish, spreading evenly.
08 - In a small bowl, combine panko breadcrumbs, melted butter, and remaining Parmesan cheese. Mix until breadcrumbs are evenly coated.
09 - Sprinkle breadcrumb mixture evenly over the casserole. Bake uncovered for 20 to 25 minutes until bubbly and golden brown on top.
10 - Allow the casserole to rest for 5 minutes before serving. Garnish with additional fresh parsley if desired.