This makes a beautiful and savory platter of veal. Since veal fillet has a special price tag, I wait until it's on sale and then stock up for this dish. If shallots are not available, don't hesitate to make it with pearl onions or a regular white or yellow onion cut into one-inch pieces. If you use a regular onion, you can skip the parboiling. If you keep the mushroom-shallot mixture warm in the oven, the rest of the dish can be prepared in about 5 minutes -- easy enough to prepare between courses.