Sauté green pepper in butter in a large skillet 3 minutes. Stir in lobster, sherry, and cognac; cook 1 minute over medium heat. Add whipping cream; remove from heat. Gradually stir in yolks, nutmeg, pepper, and salt. Cook over low heat 2 minutes or until mixture is slightly thickened. Spoon evenly into patty shells. Serve immediately.