Preheat oven to 350 degrees F.

Melt butter in an 8 to 10-inch oven-proof saute pan and then add shallots. Transfer to oven and roast until lightly browned, stirring often. Remove pan from oven and set aside.

Over medium heat, melt 2 tablespoons butter in a 6-inch saute pan. Add garlic and saute for 30 seconds; do not let garlic color. Add mushrooms and saute until browned. Carefully add brandy and flambe. Remove pan from heat immediately when flames subside. Stir in herbs and season with salt and pepper, to taste. Set aside.

Place the cream, eggs, pecans, nutmeg, salt and pepper in a blender with the sauteed shallots (make sure to scrape the pan with a rubber spatula). Blend on high speed for about 20 seconds. Set aside.

Mix the cream mixture with the toasted pecans, bread cubes, and mushroom mixture. Mix well and refrigerate for about 1 hour, stirring every once in a while so that the bread fully absorbs the flambeed mixture.

Preheat oven to 350 degrees F.

Melt butter and then thoroughly brush the inside of 6 individual-sized ramekins. (It's best to use cool ramekins because the butter sticks better and forms a thicker coat). Fill ramekins about 3/4 full with the bread pudding mixture. Brush the tops with more melted butter. Place ramekins in a water bath and bake for 30 to 40 minutes. Remove from oven and from water bath and let cool for about 15 minutes. Run a paring knife around the bread pudding on the inside edge of the ramekin. Invert onto serving plates. The bread pudding can be prepared 1 day in advance, refrigerated, and reheated before serving.