Peel the shallots and garlic cloves. Clean the mushrooms and leek, chopping the leek into slices. Chop onions, mushrooms and garlic.
Melt butter in a big pot, adding the onions, mushrooms, and leek slices. Stir occasionally on medium-heat for about 5 minutes. Drain and chop the snails, keeping the liquid. Finely chop the parsley.
Add chopped parsley and snails to the pot. Allow contents to steam without a lid for another 2 minutes. Add the snail liquid, wine, heavy whipping cream, beef bouillon, and water to the mixture. Let the soup to lightly boil for 5 minutes. Add gravy mix, Worcester sauce, lemon juice, and brandy to the soup. Add salt and pepper to taste.
To serve: pour soup into bowls. Mix the egg yolk and whipped cream, adding it to the soup. Sprinkle with cheese and enjoy.
Serve with sliced baguette.