Breadcrumbs: Heat oil in skillet over medium-high heat. Add shallots and rosemary; saute 5 minutes. Mix in croutons. Cool; stir in parsley.
Mac and cheese: Preheat oven to 375 degrees. Butter 13x9x2" glass baking dish.
Whisk flour, cayenne, and nutmeg in small bowl. Melt butter in heavy large pot over medium-high heat. Add flour mixture; stir 1 minute (do not brown). Gradually whisk in milk and bring to simmer. Cook until sauce thickens, 4-5 minutes. Whisk 2 cups of cheddar, 2 cups of Fontina, and 1/4 cup Pecorino Romano into sauce. Season generously with salt and pepper. Stir in pasta; remove from heat.
Mix 1 cup cheddar, 1 cup Fontina, and 1/4 cup Pecorino Romano in small bowl.
Layer half of pasta mixture, then cheese mixture in baking dish; repeat. Sprinkle with breadcrumb topping. Cover with foil. Bake 30 minutes. Uncover and bake until topping is golden, 10-12 minutes. Top with chopped parsley.