This dish could be called scalloped celeriac; replace potatoes with celeriac.
Heat oven to 400 degrees. Butter a 1 1/2-quart gratin dish. Scatter shallots over bottom of dish. Trim celeriac by cutting off bottom and top, then cutting off thick outer layer with a sharp knife. Cut into 1/4-inch slices and then julienne. Arrange evenly in gratin dish. Sprinkle thyme leaves over celeriac.
In a small bowl, whisk together cream, mustard, nutmeg, and salt and pepper. Pour over celeriac and sprinkle with cheeses. Cover with foil and bake for 20 minutes.
Remove foil and continue baking until top is brown and bubbly and cream is thickened and reduced, about 20 more minutes. Let cool for 10 minutes and serve.
Celeriac is also known as celery root. Look for medium-size bulbs that are firm and heavy.