In a double boiler, melt the butter. Stir in the flour and the seasonings. Gradually stir in the milk and light cream. Add the green pepper, pimientos and mushrooms. Stirring occasionally, cook the mixture for 10 minutes, or until it has thickened. Without stirring, cook gently for 10 minutes longer. Beat the egg yolks and sherry together. Add this mixture gradually to the sauce.