Preheat the oven to 375F or the broiler to high.

Cook the frozen sprouts in the microwave according to the pack instructions, less one minute. If cooking from fresh, par-boil or steam the sprouts until only just tender, then drain thoroughly. 

Add the olive oil to a cast iron pan and place over a medium heat. Add the garlic and sauté for a few minutes, stirring regularly. 

Next, add the cream and shredded Parmesan, and continue to cook until the sauce starts to thicken. Transfer the Brussels sprouts to the pan, season with black pepper, and stir well. 

Sprinkle the sprouts with shredded mozzarella, then place in the oven for 5-10 minutes until the cheese has melted and has started to turn golden brown. You could also use a broiler (overhead grill).