Preheat oven to 400°F (200°C).
In a skillet, heat olive oil over medium heat and sauté garlic until fragrant.
Add shrimp, season with salt and pepper, and cook until just pink. Remove from heat.
In a bowl, mix heavy cream, Parmesan, and mozzarella.
Place shrimp in a baking dish, pour over the cream mixture, and top with breadcrumbs.
Bake for 15-20 minutes or until bubbly and golden on top.
Sprinkle with parsley before serving.