Grate the cheese on a coarse grater.
Defrost shrimp and peel.
Wash the mushrooms, dry and cut into slices.
Heat vegetable oil in a frying pan and fry mushrooms until golden brown.
Pour flour into a dry frying pan and stir fry until golden brown.
Add butter and fry for 2 minutes with constant stirring.
Continuing to stir and breaking any lumps, pour in the cream at room temperature. With constant stirring, bring the sauce to a boil and remove from heat.
Place the fried mushrooms in a skillet with sauce. Season with salt and pepper to taste.
Toss the mushrooms with the sauce.
Arrange the shrimps in cocotte makers or small baking pots.
Spread the creamy mushroom sauce on top.
Sprinkle with grated cheese.
Place the julienne in an oven preheated to 200 degrees for 10 minutes until the cheese melts or a little longer until golden brown.