Brussels Sprouts with Sherry-Asiago Cream Sauce

Place Brussels sprouts in a steamer basket and steam in a large saucepan over 1 inch of boiling water until tender, about 8 minutes.

Meanwhile, heat oil in a small saucepan over medium heat. Add shallot and cook, stirring once or twice until just starting to brown, 1 to 1 1/2 minutes. Sprinkle in flour; stir until combined. Whisk in milk and sherry; bring to a simmer, whisking constantly. Reduce heat to medium-low and simmer, stirring often, until thickened and bubbly, about 3 minutes. Remove from the heat; stir in cheese, salt and pepper. Spoon the sauce over the sprouts.