For this recipe you will need a skillet and a casserole. If you have an oven-safe skillet with deep sides, even better. Most skillets are only safe to 350 degree or 400. A Dutch oven would work well too.
Heat your skillet over medium high heat, add the oil, then mushrooms, season with salt and pepper, and cook, stirring occasionally, until lightly browned, about 4 minutes or so. Transfer mushrooms to a plate and wipe out the skillet.
Reduce the heat under the skillet to medium and melt the butter in the skillet. Stir in the flour and cook, whisking, for about 3 minutes. Whisk in the milk and chicken broth, simmering while whisking, until slightly thickened, about 5 minutes. Season with 1/2 teaspoon salt and the nutmeg.
Add in the chicken, mushrooms, gnocchi, and spinach. Stir to coat everything and wilt the spinach. Sprinkle with Parmesan, then transfer the whole shebang to the oven. If using a separate casserole, transfer everything to the casserole, then sprinkle with the Parmesan.
Bake until bubbling, about 20 minutes. If you like, turn on the broiler and brown the top for about 3 minutes.