1. Bake pastry shells according to package directions. Place oil, mushrooms, shallots and red bell pepper in bowl fitted with the mixer. Launch the P1 simmer program at 270°F for 3 minutes.
2. Place flour, milk, chicken broth, salt, pepper and nutmeg in the bowl fitted with the whisk. Mix at speed 7 for 30 seconds. Add butter and launch the sauce program at speed 4 at 190°F for 8 minutes.
3. Add the chicken. Launch the P2 simmer program at 190°F for 10 minutes.
4. Remove tops from the baked puff pastry shells. Spoon chicken mixture into shells; replace tops. Spoon additional chicken mixture over shells.