Prepare the Shrimp: Preheat your oven to 375°F (190°C). Lightly grease a baking dish or ovenproof skillet.
Sauté the Garlic: Heat a generous drizzle of olive oil in a wide pan over medium heat. Toss in the finely chopped garlic and cook for about 1-2 minutes, stirring occasionally, until it becomes aromatic but not overly browned.
Make the Cream Sauce: Add coconut milk to the pan with the garlic and bring to a light simmer, stirring occasionally. Slowly incorporate the crumbled feta and grated Asiago cheese, mixing well until the sauce becomes velvety and well-blended.
Assemble the Gratin: Arrange the shrimp in the greased baking dish in a single layer. Pour the garlic cream sauce evenly over the shrimp.
Add the Topping: Sprinkle the panko breadcrumbs over the shrimp and sauce, ensuring even coverage.
Bake to Perfection: Bake in the preheated oven for 15–18 minutes, or until the shrimp are pink and cooked through, and the breadcrumbs are golden brown. For extra crispiness, broil for 1–2 minutes at the end of baking.
Garnish and Serve: Remove the gratin from the oven and sprinkle with freshly chopped parsley. Serve hot with crusty bread, rice, or pasta for a complete meal.