Preheat oven to 350 degrees. Season chicken on both sides with salt and pepper.
Heat 2 tablespoons oil in a medium saute pan over medium-high heat. Add chicken, and cook until golden brown on 1 side, 3 to 4 minutes. Flip, reduce heat to medium, and cook until cooked through, about 10 minutes more. Transfer chicken to a plate, and return pan, with drippings, to medium heat.
Heat remaining 3 tablespoons oil in pan. Add leek, celery, mushrooms, and a pinch of salt. Cook, stirring occasionally, until vegetables are golden brown and tender, 8 to 10 minutes. (Reduce heat if vegetables brown too quickly.)
Stir in flour, and cook, stirring often, for 2 minutes. Add sherry, stock, milk, and bay leaf, and cook, scraping up browned bits from bottom, until thickened, about 5 minutes. Season with salt and pepper. Discard bay leaf.
Arrange bread on bottom of a 2-quart oval baking dish, overlapping slices slightly. Spoon half of the vegetables and sauce over bread. Slice chicken crosswise, 1/2 inch thick, and arrange on bread. Top with any accumulated juices from chicken. Spread remaining vegetables and sauce over chicken, sprinkle with parsley and Parmesan, and bake until golden brown and bubbling, 25 to 30 minutes.