Sprinkle filets with salt and pepper. Saut� onions and mushrooms in butter until golden. Stir in parsley and shrimp and heat thoroughly. Place part of this mixture by teaspoonsful on large end of each filet. Roll up and place side by side in shallow baking dish. Into remaining onion-shrimp mixture, stir flour, then cream, wine, and cognac. Season with salt and pepper. Bring to boil while stirring and pour over filets. Sprinkle with cheese. Bake at 400� for about 25 minutes or until golden.
Serves 3 to 4
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