Bake pastry shells according to package directions.
Meanwhile, in a large skillet, heat butter over medium-high heat. Add mushrooms, red pepper, celery and onion; cook and stir until tender. Stir in flour until blended; gradually add milk. Bring to a boil; cook and stir 2 minutes or until thickened.
In a small bowl, mix egg yolks and cream. Stir a small amount of hot mixture into egg yolk mixture; return all to pan, stirring constantly. Add lemon juice, salt, paprika and pepper; cook and stir over low heat for 2 minutes or until thickened. Add chicken and peas; heat through. Serve over pastry shells.