Preheat your oven to 200°C (180°C fan). Roll out the puff pastry on a lightly floured surface to about 5 mm thick. Cut out eight circles using a 10 cm pastry cutter, then cut a smaller 7 cm circle from the centre of four of them to form rings.
Place the four full circles on a baking tray lined with parchment. Brush lightly with beaten egg, then place the pastry rings on top, aligning carefully. Brush again with egg wash to seal and give a glossy finish. Keep the pastry centres aside for lids if desired.
Bake the pastry shells for 15–18 minutes, or until puffed and golden brown. If using lids, bake them separately for about 10 minutes. Once done, carefully remove from the oven and cool slightly on a wire rack.
In a large pan, melt the butter with olive oil over medium heat. Add the shallot and cook for 2–3 minutes until softened and translucent, stirring occasionally to avoid browning.
Add the sliced mushrooms and cook for 5 minutes until softened and lightly golden. The mixture should be fragrant and slightly reduced. Season with salt and pepper to taste.
Sprinkle in the flour and stir well to coat the mushrooms. Cook for about 1 minute to remove any raw flour taste. Gradually pour in the milk and chicken stock, stirring constantly until a smooth sauce forms.
Add the cream, mustard, nutmeg, and white wine if using. Stir until the sauce thickens slightly and becomes velvety. Adjust seasoning, then fold in the diced chicken to warm through gently for 2–3 minutes.
If the pastry centres have puffed up, gently press or cut them down to create a hollow cavity for the filling. Handle carefully to maintain their structure.
Spoon the hot chicken and mushroom mixture into each pastry case, allowing it to mound slightly. Place a pastry lid on top if desired for a finished presentation.
Sprinkle with fresh parsley and serve immediately while warm. Vol-au-Vent pairs beautifully with a light green salad or steamed vegetables for a balanced meal.