In a large skillet over medium heat, melt the butter. Add the diced onion and sauté until it turns translucent, about 3-4 minutes. Then, stir in the minced garlic and cook for an additional minute until fragrant.
Sprinkle the flour over the sautéed onions and garlic, stirring constantly for about 1-2 minutes to cook off the raw flour taste. Gradually pour in the heavy cream while whisking to avoid lumps.
Once the mixture is smooth, stir in the Worcestershire sauce, Creole seasoning, crushed red pepper flakes, and a pinch of nutmeg if using. Allow it to simmer for a few minutes until it thickens slightly.
Reduce the heat to low and mix in the freshly shredded Parmesan and mozzarella cheese, stirring until melted and creamy.
Add the chopped spinach and shrimp to the cheese mixture, stirring until the spinach wilts and the shrimp is cooked through, about 3-5 minutes.
Remove from heat and stir in the sour cream until well combined.
Transfer the mixture to a baking dish and place it in a preheated oven at 350°F (175°C) for about 15-20 minutes, or until bubbly and golden on top.