Place sweetbreads in a medium mixing bowl; cover with cold water. Set aside to soak for 1 hour. Drain well; remove and discard white membrane.
Place sweetbreads and water to cover in a small Dutch oven. Bring to a boil. Reduce heat, and simmer 20 minutes. Drain well, and rinse with cold water. Cool completely. Chop sweetbreads, and set aside.
Melt 1 tablespoon butter in a saucepan over low heat; add 1 tablespoon flour, stirring until smooth. Gradually add 1 cup half-and-half; cook over medium heat, stirring constantly, until thickened. Set aside.
In a medium skillet, melt remaining butter; add mushrooms, and sauté until tender. Add remaining flour, stirring until smooth. Cook 1 minute, stirring constantly. Gradually add remaining half-and-half. Cook over medium heat, stirring constantly, until sauce is thickened and bubbly.
Combine reserved cream sauce and mushroom sauce. Add sweetbreads, almonds, sherry, nutmeg, salt, and pepper. Cook over low heat until heated; stir occasionally.
Spoon mixture into pastry shells; sprinkle with cheese. Place pastry shells on a lightly greased baking sheet. Bake at 375° for 5 minutes or until cheese melts.