Preheat oven to 400 degrees F. Divide Brussels sprouts, potatoes, chorizo, and shallot among four 12- to 14-ounce individual baking dishes. In a medium bowl combine egg, cream and salt; divide among dishes. Top each with cheese. Place the baking dishes in a 15x10x1-inch baking pan. Bake for 30 minutes or until potatoes and sprouts are tender. Let stand 15 minutes before serving.