Preheat the oven to 300 degrees F (150 degrees C). Generously grease a 9x9-inch baking dish with butter.

Spread Brussels sprouts into the prepared baking dish. Whisk cream, Parmesan cheese, garlic, salt, and black pepper together in a bowl until thoroughly combined; pour over Brussels sprouts. Sprinkle with nutmeg.

Cover the dish with aluminum foil. Bake in the preheated oven until tender, about 1 hour. Remove foil; continue baking, uncovered, until top has browned, about 15 minutes more.