In a large skillet over medium-high heat, heat the oil. Add the shallots and garlic and saute for 3 minutes. Add the flour and saute for 1 minute.
Add the broth and wine and cook for 2-3 minutes over medium heat. Add the milk and lower the heat to medium-low. Cook until thickened, about 3-4 minutes.
Add the mustard, salt and pepper and cook 1 minute. Add the shrimp and cook 1 minute. Garnish with minced parsley.