Cut fish into cubes about 2-3 cm square then place with prawns in a colander to drain while you make the sauce. Melt butter, add flour, cook for a minute then gradually add sherry, milk and cream. Add salt, pepper, nutmeg and cheese. Season generously because the seafood hasn't been seasoned.
Remove from heat as soon as cheese melts. The sauce will be very thick, but the fish will create juices as it cooks, especially if it's been frozen, so you need a thick sauce to counteract this. If it seems unmanageably thick add a dash more milk. Mix sauce with seafood and place in one large buttered ovenproof shallow dish or 8-10 individual dishes.
Preheat oven to 200°C. Mix Parmesan, breadcrumbs and parsley and sprinkle over. Mornays can be refrigerated, covered for up to 24 hrs or frozen, well-wrapped, for up to 2 months. If frozen, thaw before cooking.
Bake for 30-40 mins until golden brown all over and bubbly. Serve as a main dish with a green vegetable such as beans or snow peas and rice or new potatoes.