Preheat oven to 350�F.
Melt butter in large skillet over medium-high heat. Add garlic and prosciutto and cook for 2 minutes, tossing.
Add Brussels sprouts and continue to cook for 5 minutes.
Stir in flour and toss to coat sprouts. Gradually stir in cream and Marsala. Reduce heat to a simmer, cover and let simmer until sprouts are tender, about 12 to 15 minutes.
Add nutmeg and season to taste with salt and pepper. Stir in 1/4 cup Parmesan cheese and cook just until cheese is melted. Remove from heat.
Transfer mixture to an oval baking dish and top with remaining 1/4 cup Parmesan.
Bake until bubbly and top is slightly browned, about 20 minutes. Serve hot.