Melt butter in saucepan; Add green peppers, mushrooms and pimentos. Simmer 5 minutes. Add flour and blend in well. Add 3/4 of the heavy cream and all the chicken broth. Cover and cook over low heat until thickened, stirring constantly. Stir in sherry, salt, cayenne and paprika. Beat egg yolks and combine with rest of heavy cream. Stir slowly into sauce. Add chicken and heat but do not boil. Serve on toast or shells.