In a large Dutch oven, combine the cream, mascarpone, onion, garlic, nutmeg, smoked paprika, lemon zest, salt and pepper, then bring to a simmer over a medium-low heat, stirring as you go. Simmer gently until the onions and garlic are very soft, about 10 minutes.
Add all of the kale to the cream mixture, then cover and allow to wilt, about 3 minutes. Stir and cook until the greens are just wilted and coated in the cream mixture.
Transfer the greens mixture to a 10-inch cast-iron skillet and spread evenly. Top with the Gruyere and panko breadcrumbs. Place the skillet on a baking sheet and bake until bubbly and the cheese is melted, about 30 minutes.