Melt the butter or margarine in a large frying pan and sauté the green pepper in it until soft, about 5 minutes.
Add the mushrooms and sauté until tender.
Remove the frying pan from the stove, blend in the flour and then gradually stir in first the chicken stock and then the milk.
Return the frying pan to the stove and bring the mixture to boil, stirring continuously until thickened.
Add salt and pepper and the pieces of chicken and heat through, about 10 minutes.
Beat the cream and egg yolks lightly in a bowl, stir some of the hot sauce into it.
Stir the mixture into the sauce and heat, but do not boil.
Serve immediately with boiled rice.