Preheat the oven to 400°F.
Heat 1 tablespoon of avocado oil in a 10-inch oven-safe skillet over medium heat. Add the onion and garlic and cook until soft, about 3 minutes.
Stir in the salt, pepper, and rosemary.
Add the butter and stir until melted. Add the flour and whisk until a roux forms. Cook for 1 minute.
Whisk in the vegetable broth, scraping the bottom and sides of the skillet to fully incorporate the roux.
Stir in the cream cheese and Gruyère. Once the cheese has melted, stir in the halved Brussels sprouts. Remove from the heat.
In a small bowl, mix the remaining 1 tablespoon of avocado oil with the panko breadcrumbs and Parmesan. Spread the breadcrumb mixture evenly over the sprouts.
Bake uncovered for 25 minutes, until the top is golden brown and the Brussels sprouts are fork-tender.
Rest for 10 minutes before serving.