Heat the butter in a saucepan and add the onion and garlic. Cook briefly until the onion is wilted. Add the mushrooms and cook until wilted. Add the crabmeat, cream, sieved yolks, parsley, salt, pepper, and nutmeg. Stir briefly to blend.
Stuff the egg whites with the crab mixture. Arrange the eggs neatly on a heatproof serving dish. Spoon the cream sauce over them and sprinkle with cheese. Bake briefly until heated through. If desired, run the eggs under the broiler to glaze lightly. Serve hot as a first course.