Sauce : melt the butter and pour the flour all at once on it. Mix well, then add slowly the hot liquid. Simmer 5 minutes while turning constantly and add salt & pepper. Turn the flame off then add the Madère.
Cube the sweetbread and thickly slice the quenelles ; add them to the sauce with the mushrooms as well , turn very gently and fill your "bouchées" puff pastries.