For the sauce:
In a large saucepan, with enough salted water. Simmer the brussels sprout for about 20 minutes or until tenedr. Drain them and set aside.
Place half the brussels sprouts in a well buttered casserole (we used individual baking dishes).
Cover with alternate layers of ham, the mushrooms and then the remaining Brussels sprouts .
Finish with a layer of ham. In a bowl, beat the egg yolks into the heavy cream, add the parmesan and pour the sauce over the casserole.
Sprinkle with the remaining parmesan and bake on a previously pre-heated oven at 180°C for 10 to 15 minutes.