Place vegetable oil in a medium saucepan over medium heat and add sliced shallots without waiting for oil to warm.
Cook shallots, stirring gently often, for 15-20 minutes until golden brown, lowering heat if needed.
Remove fried shallots with a spatula and drain on paper towels; season with Creole Cajun seasoning or seasoned salt. Set aside.
Optionally strain shallot oil through a fine-mesh sieve and reserve it for future use.
Preheat oven to 375°F.
Bring a large pot of water to a boil and blanch green beans for 3 minutes.
Drain green beans immediately and cool in an ice water bath to stop cooking; drain again and set aside.
In a large skillet over medium heat, melt butter, then add mushrooms and garlic; sauté until mushrooms are tender and golden, about 3-4 minutes.
Stir in flour to coat mushrooms and cook until flour is mostly dissolved.
Slowly pour in chicken broth while stirring, scraping browned bits from pan bottom.
Add lemon juice, dijon mustard, Worcestershire sauce, thyme, red pepper flakes (if using), nutmeg, salt, and pepper; stir and simmer for 2-3 minutes.
Stir in cream and half of the Parmesan cheese until fully incorporated, cooking for 1-2 minutes.
Place green beans in an oven-safe casserole dish and pour creamy mushroom sauce over; toss to coat.
Sprinkle remaining Parmesan evenly over casserole.
Bake casserole in oven for 20 minutes.
Remove casserole, toss gently, and sprinkle fried shallots on top.
Return casserole to oven and bake an additional 7-10 minutes until shallots are crispy, watching carefully to avoid burning.
Serve immediately and enjoy.