01 - Preheat the oven to 400°F. Lightly butter a medium gratin dish or 4 individual ramekins and set aside.
02 - In a medium saucepan over medium heat, melt the butter. Add the finely chopped shallot and minced garlic, sautéing until softened and fragrant, about 2 minutes.
03 - Sprinkle the flour into the saucepan and cook, stirring constantly, for 1 to 2 minutes until the raw flour aroma dissipates and the roux turns a pale golden color.
04 - Gradually whisk in the warmed whole milk and heavy cream, cooking over medium heat until the sauce thickens and becomes smooth, 2 to 3 minutes.
05 - Add the cream cheese, shredded Gruyère, and shredded sharp cheddar to the sauce, stirring until fully melted and creamy. Stir in the Dijon mustard, Old Bay seasoning, cayenne pepper, and season with salt and black pepper to taste. Remove from heat.
06 - Gently fold the jumbo lump crab meat and chopped chives into the cheese sauce, taking care not to break apart the crab lumps. Transfer the mixture evenly into the prepared gratin dish or ramekins.
07 - In a small bowl, combine the panko breadcrumbs, grated Parmesan, and olive oil or melted butter, tossing until the crumbs are evenly moistened. Spread the mixture uniformly over the crab filling.
08 - Bake in the preheated oven for 18 to 22 minutes, or until the edges are bubbling and the topping is a deep golden brown.
09 - Remove from the oven and let rest for a few minutes. Garnish with additional fresh chives and serve warm alongside lemon wedges.