Pat the shrimp completely dry with paper towels, then season them lightly with salt, black pepper, garlic powder, and smoked paprika. Heat a skillet over medium heat and add a small amount of butter or oil. Once hot, add the shrimp in a single layer and cook for 1–2 minutes per side, just until they turn pink and slightly firm. Do not fully cook them at this stage, as they will finish cooking in the oven. Remove the shrimp from the skillet and set them aside.

In a mixing bowl, add the softened cream cheese and heavy cream. Whisk or stir until smooth and lump-free. Add the shredded mozzarella, cheddar, grated Parmesan, minced garlic, and remaining seasonings. Mix well until everything is evenly combined into a thick, creamy cheese sauce.

Lightly grease a baking dish and spread the partially cooked shrimp evenly across the bottom. Pour the cheese sauce over the shrimp, using a spatula to gently spread it so all the shrimp are coated and evenly distributed.

Place the baking dish into a preheated 375°F (190°C) oven and bake uncovered for 20–25 minutes, or until the casserole is bubbling around the edges and lightly golden on top. The shrimp should be fully cooked but still tender.

Remove the casserole from the oven and let it rest for 5–10 minutes before serving. This resting time allows the sauce to thicken slightly and cling to the shrimp, making each serving rich, creamy, and perfectly textured.