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1
In a large, heavy-bottomed saucepan, melt the butter over medium-high heat.
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2
Add the mushrooms and cook until they begin to release moisture, about 3 minutes.
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3
Add the shallots and cook until soft, about 5 minutes, then add the cognac and cook until the alcohol has evaporated off.
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4
Evenly distribute the flour over the mixture and stir in until mushrooms and shallots are coated completely.
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5
Cook until light brown, about 5 minutes, then add the stock and milk and cook for another 5 minutes or until mixture thickens, stirring frequently to break up any lumps of flour.
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6
Lower heat, add nutmeg, cayenne, thyme and peas and cook for another 10 minutes.
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7
Remove from heat, add lobster meat and tarragon, stir well to combine, then preheat the oven to 400 degrees.
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8
Transfer mixture to a 9 x 12-inch baking dish or casserole.
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9
Roll out thawed puff pastry on a lightly floured surface until large enough to cover the top of the baking dish with an inch hanging over the sides.
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10
Lay the puff pastry over the surface of the pie, pressing down on the edges to form a tight seal.
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11
Trim away the excess, crimp around the rim with a fork if you like, brush lightly with the beaten egg mixture and cut several slits in the top to vent steam.
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12
Bake for 20 minutes or until crust is golden brown.