Remove papery outer skin from garlic (do not peel or separate cloves) and the shallot. Cut tops off of garlic bulb and shallot; brush with oil. Wrap each in heavy-duty foil. Bake at 425° for 30-35 minutes or until softened. Cool for 10-15 minutes.
Meanwhile, place potatoes in a large saucepan and cover with water. Bring to a boil. Reduce heat; cover and simmer for 15-20 minutes or until tender. Drain; place in a large bowl.
Squeeze softened garlic into bowl. Finely chop shallot; add to potatoes. Add the milk, butter, cream cheese, salt and pepper; mash potatoes. Sprinkle with cayenne if desired. Yield: 6 servings.