How to Make It
In a bowl, blend the butter, parsley, shallot, wine, garlic, salt, Cognac, pepper and nutmeg. Cover and refrigerate for at least 4 hours or overnight. Let return to room temperature before using.
Preheat the oven to 400°. Spread a 1/4-inch-thick layer of rock salt on a rimmed baking sheet. Pack 1/2 teaspoon of the butter into each escargot shell and stuff a snail inside. Fill with the remaining butter. Nestle the shells in the salt, butter side up.
Bake the snails for about 10 minutes, until the butter is bubbling. Serve hot with crusty bread.