In a large skillet add in butter and melted over a medium heat add in the flour and using a wire whisk blending to form a roux add in heavy cream to form a sauce and simmer for 5 minutes. Add in the shrimps, thyme, chives and salt and pepper to taste. Simmer over a low heat for 5 minutes and remove from the stove top and set aside to cool for an hour.
Heat the oven to 350°F Beat egg and the water in a small bowl with a fork. Brush the pastry shells with the egg mixture. Place onto a cookie sheet and into the oven.
Bake for 15 minutes or until golden brown. Remove from oven and place onto a rack to cool and spit the top third off and remove some of the center and fill with the cream shrimp’s mixture and top off with the top layer.