In a medium saucepan, bring the milk, onion, bay leaf and cloves to the boil. Remove from the heat and allow to infuse to one side.
In a large heavy-based saucepan, melt 25g of the butter over a medium heat. Whisk in the flour and continue to cook for 2-3 minutes until you have a blonde coloured roux.
Strain the infused milk into a jug and whisk into the roux in a steady stream until you have a sauce consistency. Allow it to thicken, reduce the heat and allow it to cook for a further 5 minutes. Season with nutmeg and salt and pepper.
Preheat the oven to 200° C.
In a separate frying pan melt the other 50g of butter over a medium-high heat and fry the mushrooms until golden brown at the edges. Add the prawns and mix well. Season with salt and pepper.
Combine this mixture with the béchamel sauce and chopped parsley and mix well. Chill until assembly.
Prepare the case lids by carving into the shape of fishes. Brush with the beaten egg and bake in the oven on lined baking sheets for 2-3 minutes until glazed and golden.
Spoon the chilled filling into the vol-au-vent cases and top the with fish lids.
Serve alongside a lettuce garnish.