Heat the oven: Set to 400°F (200°C). Line a baking sheet with parchment.
Cut the pastry: On a lightly floured surface, roll the puff pastry to an even thickness.
Use a 3-inch cutter to make circles. For half the circles, cut out a smaller 2-inch center to create rings. You’ll have bases and rings.
Build the shells: Place bases on the sheet.
Brush with egg wash. Stack a ring on each base and brush tops lightly. Use pastry scraps to make extra rings if needed.
Prick the center base lightly with a fork.
Bake: Bake 12–15 minutes until puffed and golden. If the centers rise too much, gently press them down with the back of a spoon while warm. Cool slightly.
Sauté mushrooms: In a large skillet, heat olive oil and 2 tbsp butter over medium-high.
Add mushrooms with a pinch of salt. Cook until browned and their liquid evaporates, about 6–8 minutes.
Add aromatics: Stir in the shallot and cook 2 minutes. Add garlic for 30 seconds until fragrant.
Deglaze: Pour in white wine.
Scrape up any browned bits. Let it reduce by half, about 1–2 minutes.
Make the sauce: Push mushrooms to one side. Melt the remaining 1 tbsp butter in the empty space, sprinkle in flour, and stir to make a paste.
Cook 1 minute, then whisk in warm stock gradually until smooth.
Finish the filling: Stir in cream, Dijon, and thyme. Simmer 2–3 minutes until lightly thickened. Fold in the chicken.
Season with salt and plenty of black pepper. Add a squeeze of lemon juice and a little zest to brighten.
Fill the cases: Spoon the hot filling into each vol-au-vent shell. Don’t overfill or it’ll spill over the sides.
Optional reheat: Pop filled pastries back in the oven for 3–4 minutes to warm through and crisp the edges.
Garnish and serve: Top with chopped parsley or chives.
Serve immediately while the pastry is crisp.