In a saucepan, melt Butter from Sauce group over medium heat. Whisk in Flour from Sauce group and cook for 1-2 minutes to create a roux.
Gradually whisk in Milk from Sauce group until smooth. Bring to a simmer, stirring constantly.
Stir in Sherry from Sauce group, Heavy Cream from Sauce group, Dijon Mustard from Sauce group, and Cayenne Pepper from Sauce group. Season with Salt and Black Pepper from Sauce group to taste.
In a separate pan, sauté Shallots and Garlic from Aromatics group in a little butter until softened.
Add the cooked Lobster meat to the sauce. Stir to coat evenly.
Roll out Puff Pastry from Crust group to fit a baking dish. Place the lobster mixture into the pastry-lined dish.
Sprinkle with Parmesan Cheese from Garnish group. Bake for 20-25 minutes, or until golden brown and bubbly.
Garnish with Parsley from Garnish group before serving.
