Clean the mushrooms and dry them.
Place each mushroom cap side down (stem up) on the work surface.
Cut each mushroom in half, then slice each half into 3 mm thick slices using a chef's knife.
Place the mushroom slices in a gastronorm container.
Pre-cook in the oven to eliminate excess moisture.
Roll out the puff pastry on a lightly floured work surface.
Spread the blue cheese over the entire surface of the pastry, leaving a 1 cm border free.
Evenly distribute the pre-cooked mushroom slices over the cheese.
Roll the pastry starting from the longest side to form a tight long log.
Brush the final edge with beaten egg yolk to seal the pastry.
Using a sharp knife, cut slices 3 to 4 cm thick.
Arrange the snails on a baking sheet lined with parchment paper, leaving 2 cm space between each piece.
Generously brush each snail with the remaining egg yolk.
Bake the snails until they are golden brown and crispy.