Avoid extra linebreak at the end of modified "proof" environment

This question is related to How to change the word "Proof" in the proof environment?.
I would like that the proofs in my document begin with “Proof. —“, instead of the standard “Proof.” by default. But if I try to modify this setting, whatever solution I tried, I also get an extra line break at the end of the proof (and the qed is placed on the extra blank line).

Here is a MWE:

documentclass[a4paper,11pt]{article}
usepackage[french]{babel}
usepackage[latin1]{inputenc} 
usepackage[T1]{fontenc} 
usepackage{amsthm}
usepackage{enumitem}

newtheorem{theo}{Theorem}[section]
renewenvironment{proof}{{noindent itshape Proof. ---}}{qed}

begin{document}

begin{theo}
  My theorem.
end{theo}

begin{proof} In two steps:
  begin{enumerate}[label=(roman*)]
  item The first step
  item The second step
  qedhere
  end{enumerate}
end{proof}

end{document}

As you can see in this MWE, the “Proof. —” is correctly set, but I get an extra new line. I tried some solutions (found on SE) to remove the extra new line, but it seems that none of them is compatible with the “renaming” of proof environment. How can I do both?

Thanks!

documentclass[a4paper,11pt]{article}
usepackage[french]{babel}
usepackage[latin1]{inputenc} 
usepackage[T1]{fontenc} 
usepackage{amsthm}
usepackage{enumitem}
usepackage{xpatch}

makeatletter
xpatchcmdproof{@addpunct{.}}{@addpunct{. ---}}{}{}
makeatother

newtheorem{theo}{Theorem}[section]

begin{document}

begin{theo}
  My theorem.
end{theo}

begin{proof} In two steps:
  begin{enumerate}[label=(roman*)]
  item The first step
  item The second step
  qedhere
  end{enumerate}
end{proof}

end{document}