Preheat oven to 425.
In a large skillet over medium heat melt butter & add in shallots and bell pepper. Cook until softened.
Add in brussels sprouts and season with cayenne pepper & salt. This will not be spicy. You may sub with regular black pepper. Cook, stirring occasionally, 10 minutes. Remove from heat.
In an oven safe dish, add brussels sprouts mixture and drizzle with cream, bacon and both cheeses. Cook 12-15 minutes until bubbling. You may broil 1 minute for golden cheese. Enjo
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