COOK the shells until 'al dente' slightly underdone but flexible - they will cook more in the oven. Drain well.
MELT the butter in a heavy-bottomed saucepan over low heat.
ADD the garlic and saute' until it just starts to turn golden brown. Remove from the heat and when the butter has stopped bubbling...
ADD the flour.
RETURN to the heat and cook, stirring constantly, for about two minutes. Do not let the flour color. Remove from the heat and add the milk and cream all at once.
IMMEDIATELY beat vigorously with a wire whisk until smooth. Put the pan over medium heat and add the parsley and anchovies.
COOK, stirring constantly, until the sauce is the consistency of heavy cream. Remove from the heat.
SALT and pepper to taste. Set aside, uncovered.
IN a large bowl, combine the ricotta, cottage cheese, Parmesan, parsley, basil, prosciutto and egg yolks. Add salt and pepper to taste, and mix well.
STUFF each shell with some of the cheese mixture, pressing it down lightly to fill out the shape. Using your fingers, press the long sides of each shell lightly together so that the shape of the shell is as it was before boiling. Wipe off any excess filling.
PUT about 2 cups of the sauce in the bottom of a baking dish large enough to hold the shells in one layer.
PLACE the stuffed shells in the dish. Pour the remaining sauce over them.
BAKE in a preheated 375 degree F. oven for 15 minutes, or until the sauce bubbles.