Prepare the puff pastry shells according to the package directions
Heat the butter in a large skillet over medium high heat. Add the shallots and mushrooms. Saute until the shallots are translucent and the mushrooms are browned. Add the Madeira and deglaze the pan. When all the alcohol has evaporated, add the flour and stir thoroughly.
Turn the heat down to medium and add the chicken stock and heavy cream. Stir until the sauce begins to thicken. Add the parsley, thyme, nutmeg, salt and pepper. Taste and adjust seasonings if needed.
Add the chicken and the frozen peas. Heat for 3-4 minutes until the chicken and peas are warmed through. Serve in the puff pastry shells.
Recipe by the south in my mouth at http://www.thesouthinmymouth.com/2014/02/15/chicken-a-la-king/