Preheat oven to 375 degrees.

Line a baking sheet with aluminum foil.Cook bacon strips until crisp.

Transfer to paper towel lined plate to remove excess grease.

Do not discard grease in pan.In a mixing bowl, toss quartered brussels sprouts with avocado oil, salt, and pepper.Transfer brussels sprouts to prepared baking sheet and bake for 15 minutes.Lightly grease casserole dish with avocado oil cooking spray.In the same pan that bacon was cooked in, saute diced onion and minced garlic in bacon grease until fragrant, stirring frequently.

Add cooked bacon and cook until heated throughout.

Remove from heat.In a medium mixing bowl, whisk together parmesan cheese, cheddar cheese, heavy whipping cream, nutmeg, salt, and pepper.Pour brussels sprouts and bacon, onion, and garlic mixture into prepared casserole dish.