Preheat the oven to 350°F.

In a large skillet, combine the collard greens, liquid smoke, broth, water, vinegar, salt, and pepper. Bring to a boil, then reduce to low heat and simmer for about 30 minutes. Drain the collard greens and set them aside. (Use a kitchen towel or paper towels to squeeze out any excess water.)

In the same skillet, melt the butter over medium heat. Add the diced onion and cook until softened, about 3 minutes. Stir in the flour and cook for 1 minute. Slowly add the oat milk, heavy cream, and garlic, whisking constantly until smooth.

Stir in the nutmeg, 1/2 cup mozzarella, and 1/2 cup Parmesan cheese until melted and combined. Add the collard greens to the sauce and stir well.

Transfer the mixture to an 8x8-inch baking dish. In a small bowl, mix the breadcrumbs, remaining 1/4 cup mozzarella, 1/4 cup Parmesan cheese, and 1 tablespoon of melted butter. Sprinkle over the top. Bake for 25 minutes or until golden and bubbly. Serve warm.