Preheat oven to 400 degrees.
Pour the EVOO into a pan and heat over medium-high heat. Pour the onions in and keep cooking until golden brown or for about 11 minutes. Add the mushrooms in to cook until begins to brown.
Pour in the heavy cream, water and salt. Cook on medium low heat until the juice gets thicker. Add the broccoli in and keep cooking until all the liquid evaporates.
Pour the whole mix in a pyrex dish or any oven serving dish. Spread the shredded cheeses over evenly. Bake until the cheese fully melts and begins to brown a bit.