Heat 1 tsp. of the butter in a skillet until it bubbles. Sauté the chopped shrimp until it turns pink. Remove and set aside.
Add 2 Tbs. butter to the pan and heat until it bubbles. Add the celery, bell pepper, and mushrooms. Sauté until they get tender. Add the sherry and bring to a boil for about one minute.
Add the shrimp, bacon, and green onions. Cook for another minute, then add the oyster water. Bring it to a boil and cook for about two minutes. The sauce should be wet but not sloshy. Remove from heat.
Heat the remaining butter over medium-low heat in a saucepan. Stir in the flour to make a blond roux. When you see the first hints of browning, remove from the heat and whisk in the hot milk to form a béchamel. (It will have the texture of mashed potatoes.)
Add the egg yolks to the béchamel, stirring quickly to combine it before the eggs have a chance to set. Whisk the mozzarella slowly into the béchamel.
Add the béchamel to the pan with the shrimp mixture. Stir to into combine completely.
Combine the Creole seasoning, salt, bread crumbs, and cheeses. Blend two-thirds of this mixture into the sauce.
Cover the bottom of a shallow baking dish with oysters, leaving just a little space between them. Top with the Bienville sauce. Sprinkle the top with the remaining bread crumb mixture. Bake in a preheated 450-degree oven for about 15-20 minutes (depending on the size of the baking dish). The dish is done when it's bubbling and the top is browned.