Peel off any damaged outer layers of Brussels sprouts. Trim the stem to make it flush. Quarter each sprout and score the stem on each quarter with a 1/4-inch-deep "X."
Saute the prosciutto in the butter over medium heat for about 2 minutes. Add the garlic and Brussels sprouts and stir continuously for 2 to 3 minutes. Add the flour and continue stirring for 2 minutes. Add the cream, half-and-half, and sherry. Bring the liquid to a simmer, then reduce the heat and continue simmering for 7 minutes or until the liquid is reduced by 1/3. Stir in the 1 cup of Parmesan, nutmeg, salt, and pepper. Transfer to an ovenproof casserole dish. Cover with remaining 1/2 cup Parmesan. Cover with aluminum foil and bake for 25 minutes. Serve immediately.
Preheat oven to 350 degrees F.
Cut off the papery tip of the garlic head, exposing the top of each garlic clove. Brush the exposed cloves with olive oil.
Place the garlic, root side down, on the center of a piece of aluminum foil. Bundle the garlic with the foil, leaving a small vent on top. Roast the garlic for 45 minutes or until the cloves turn beige and are fork tender. Remove from the oven and let stand until cool enough to handle.
Squeeze the garlic head upside down over a small bowl and the cloves will pop out.