Heat the milk and cream over low heat and set aside keeping hot.
In a deep skillet, melt the butter. Saute the mushrooms, onions and peppers until softened. Put the garlic in the pan with the vegetables and saute for another minute.
Sprinkle in the flour while stirring the vegetables and cook for 2-3 minutes until the flour turns golden.
Add the sherry and allow the alcohol to evaporate for about a minute.
Pour in the milk and cream and mix well.
Add the chicken stock, mix well again.
Bring the pot to a gentle boil, and then reduce heat and stir until the sauce becomes thicker. Blend in the tarragon, salt and pepper. Take off the heat and keep warm.
Beat the egg yolks until they look foamy. Spoon out a small amount of the white sauce and mix in with the egg yolks. With a whisk, stir in this egg mixture to the pot of white sauce. Add the chicken, parsley, and lemon juice and simmer the whole pot over low heat until heated through.
Place warm biscuits halved on a plate and spoon the chicken sauce over them.