Bring a large pot of water to a boil, salt it, add the pasta and cook until al dente. Drain.
In a large saucepan, melt the butter over medium heat. Whisk in the flour and cook for 1 minute,then whisk in the half-and-half and chicken broth. Season the sauce with salt, pepper and the nutmeg and simmer, stirring occasionally, until thickened, 6 to 7 minutes.
In a large skillet, heat the EVOO, 2 turns of the pan, over medium heat. Add the garlic and anchovy paste, if using, and cook for 1 minute. Add the shrimp and radicchio, increase the heat and cook, stirring, until the shrimp is pink and the radicchio is tender, 3 to 4 minutes.
Preheat the broiler. Stir the parmigiano-reggiano into the white sauce. Add the pasta, shrimp and radicchio and toss. Pour into a buttered casserole and sprinkle the asiago on top. Broil until the cheese is melted, about 3 minutes; serve hot.