Rinse brussels sprouts and remove outer leaves.
Peel shallots and finely dice. Melt butter in a pan and sauté shallots until translucent. Add brussels sprouts and broth and season with salt. Cover and cook over low heat for about 15 minutes until al dente.
Meanwhile, place gorgonzola in a bowl, mash with a fork, mix with mascarpone and milk and season with nutmeg. Add gorgonzola mixture to the pan, bring to a boil and remove from the heat.
Rinse parsley and dill, shake dry and coarsely chop. Arrange brussels sprouts on a plate, sprinkle with parsley and dill and season with salt and pepper. Serve while hot.