To make this dish, start by preheating your oven to 400 F.
Next, prepare the broccolini. Spread the broccolini across a gently-greased sheet pan.
Pour the olive oil on top of the broccolini and toss to fully coat. Then, transfer the tray into the oven and allow the broccolini to bake for 10 minutes.
While the broccolini is baking, prepare the sauce. Grate the cheeses (the gruyere, white cheddar, and parmesan) into a small bowl and set it aside.
Next, heat a saucepan, on the stove, over medium heat, and add in the butter.
Dice the garlic and shallot. Then, once the butter has melted, add the garlic and shallot to the pan and sauté them 2 minutes.
Then, add in the heavy cream, flour, thyme, nutmeg, sea salt, ground black pepper, and lemon zest to the pan. Stir to combine.
Bring the mixture to a gentle boil. Then, reduce the heat to low, cover, and allow the sauce to simmer for another 2 minutes.
Once the broccolini is done, remove it from the oven and sprinkle half of the cheese mixture on top of it, followed by the creamy sauce mixture. Then, sprinkle the remaining cheese across the top.
Then, add the panko breadcrumbs across the top of the broccolini, spreading them out into an even layer.
Finally, cover the tray with foil and place it back into the oven to bake for 20 minutes.
Then, remove the foil and cook for another 15 minutes, until the top of the broccolini is bubbly and the panko breadcrumbs are crispy and golden.
Once the broccolini is done, serve it immediately and enjoy!