Heat the oven to 400°F (200°C) and butter a 2-quart baking dish. Pat the shrimp very dry with paper towels, then season with 1/2 tsp of the Creole seasoning. Melt 1 tbsp butter in a large skillet over medium-high heat. Sear the shrimp for about 1 minute per side, until just pink at the edges but still translucent in the center. Move them to a plate, since they will finish cooking in the oven.

In the same skillet, melt the remaining 3 tbsp butter over medium heat. Cook the onion and bell pepper for 4 to 5 minutes, until soft and translucent but not browned. Add the garlic and cook for 30 seconds, then sprinkle in the flour. Stir constantly for 2 minutes until the paste smells nutty and looks pale blond.

Pour in the warm milk about 1/2 cup at a time, whisking well after each addition so no lumps form. Add the cream and simmer gently for 3 to 4 minutes, until the sauce coats the back of a spoon. Take the pan off the heat. Stir in all the Monterey Jack and 1 cup of the cheddar, then add the remaining Creole seasoning, paprika, cayenne, salt, Worcestershire, and lemon juice. Taste and adjust the salt.

Fold the shrimp and any juices from the plate into the sauce, along with the green onions. Scrape everything into the baking dish and spread it level. Toss the panko, Parmesan, remaining 1/2 cup cheddar, and melted butter in a bowl. Scatter this evenly over the top.

Bake for 12 to 15 minutes, until the sauce bubbles at the edges and the shrimp are opaque and curled into a loose "C." If the top needs more color, broil for 1 to 2 minutes, watching closely. Rest the dish for 5 minutes. The sauce thickens as it cools slightly, so it spoons neatly instead of running.