Wrap the peeled shallots and enough olive oil to cover them in aluminum foil. You'll have a little packet twisted at the top. Put this packet inside an oven-proof container. A pie pan will work, a break pan -- anything small that can handle 400 degree heat.
Roast the shallots until light golden brown at 400 degrees. This should take about 30 minutes. The shallots will be mushy and fall apart easily. (This can be done a couple of hours ahead.)
Otherwise, while the shallots are roasting . . . .
Peel potatoes and cut into 1-inch wide disks. (They'll look like little white hockey pucks.) Put them in a pan and cover with tap water. Make sure the water line is about 1/2 inch or more above the potatoes.
Bring the potatoes to a boil. Cook them on a low boil for 15 to 20 minutes. You can tell when they are done by poking them with a sharp knife. If it slides through easily, you're ready to drain them.
Drain the water out. Add the shallots and the oil, the salt, and the milk or cream.
Mash the potatoes with your mixer. The shallots should break apart and get mixed into the potatoes. Break them up with a fork if you need to. Quit mixing when you have the potatoes to the consistency you like. Some like some lumps, some don't.