Prepare the Puff Pastry:

• Preheat oven to 400°F.
• Cut puff pastry into 8 (4- to 5-inch) seashell shapes.
• Place on a parchment-lined baking sheet. Using a sharp knife, lightly score the top of each shell to create a shell pattern without cutting through.
• Bake for 20 minutes or until puffed and golden brown.
• Remove from oven and carefully slice each shell in half.

Make the Filling:

• In a saucepan over medium heat, melt 2 tbsp butter.
• Add green onions and bell pepper; sauté for 5 minutes until tender.
• Add mushrooms and cook for 2-3 more minutes. Stir in pimientos and dry sherry; cook for 1-2 minutes. Transfer to a bowl and set aside.

Prepare the Sauce:

• In the same saucepan, melt remaining 2 tbsp butter. Add flour and stir constantly for 1 minute until smooth.
• Slowly whisk in heavy cream, cooking over medium heat until thickened and bubbly.
• Stir in the cooked vegetable mixture, dry mustard, nutmeg, cayenne, and salt. Cook until heated through.

Add Shrimp & Serve:

• Stir in the chopped shrimp and cook just until heated. Adjust seasoning if needed.
• To serve, place the bottom half of a puff pastry shell on a plate, spoon shrimp Newburg mixture over it, then top with the other half of the shell.