Remove the veal escalopes from the fridge half an hour before you start. Rub them with olive oil and sprinkle them all over with freshly ground pepper. Heat a non-stick frying pan and fry the veal escalopes over the lowest possible heat, turning frequently, until they are golden brown but still pink on the inside. Sprinkle with salt, and keep warm.
Bring a pan containing all the finely chopped mushrooms, the brandy/cognac and the Madeira wine quickly to the boil, add the cream and reduce down gently over a low heat to a thick ragout. Remove the pan from the heat, stir in the egg yolk and the parsley, and season with salt and pepper. Cover each veal escalope with some of this mixture and then place under the grill until the mushroom ragout is golden brown and the meat is still just slightly pink on the inside.
Serve with potato rösti and salsify or creamed spinach.