Preheat oven to 375 degrees. Saute shallots and curry bowder in butter for the sauce ina sauce pan over medium heat. Cook until soft, stirring often (do not brown).
Add flour and cook, stirring ofr 1 minute. Whisk in milk and broth; simmer over medium-high heat until sauce thickens, about 5 mintues, stirring often.
Temper some of the hot sauce into the egg yolk, whisking to blend. Whisk the yolk mixture into the sauce, reduce heat to low, and cook 1 minute, stirring constantly.
Off heat, finish the sauce with lemon juice, salt and cayeene; set aside.
Saute mushrooms and seasoning for the filling in butter in a nonstick skillet over medium heat. Cook until any moisture is evaporated and mushrooms are browned.
Divide toasted bread, chicken broccoli and mushrooms between two individual casserole dishes. Pour half the sauce over each; top with cheese.