The sauce was simple – a small shallot finely chopped and sauteed in butter,
a little flour to make a roux, chicken broth (including the broth the chicken was poached in)
 and green peppercorns. 
Simmered on low for 15 minutes. 
And a splash of Madeira.

Poulet en Croute Lutece

Source: Creative Chicken Cookbook, 1978

The classic recipe is served with Sauce Perigourdine, a rich brown Madeira Sauce with truffles. It is most complementary to the chicken. However, if you do not wish to use truffles, the Madeira sauce alone is worth savoring.

2 packages frozen patty shells (10 oz each)
1 cup chicken broth
2 chicken livers
2 tablespoons sweet butter
1 small onion, very finely chopped (about 1/4 cup)
1/4 pound mushrooms, very finely chopped
1 small minced garlic clove
Pinch of sage or thyme
1/4 teaspoon salt
Dash pepper
1 egg yolk, slightly beaten
2 whole chicken breasts (4 halves)
1 egg yolk

Sauce Perigourdine

1/4 cup butter
1/4 cup all purpose flour
1 cup beef broth
1/2 cup Madeira

Sliced Truffles (optional)

Remove 2 of the patty shells from one package, reseal package, return
to freezer.  Remove all 6 shells from other package.   Let the 8 shells
thaw slightly.  (This should take only about 20 minutes, but if the
kitchen is warm, check after 10 minutes.)

Bring chicken broth to boiling in a small saucepan.  Drop in chicken
livers; lower heat.  Simmer about 3 minutes, or just until pink colour
is gone.  Remove chicken livers with a slotted spoon; mash with a fork;
reserve broth.

Melt butter in a small skillet.  Saute  onion, garlic and mushrooms,
stirring constantly, until they yield their moisture, then thicken to a
paste-like consistency.  Stir in mashed livers, salt, pepper, sage or
thyme  and beaten egg yolk.  (This is the duxelles mixture for
stuffing.)

Cut whole chicken breasts in half.  Remove rib and breast bones
carefully with short strokes of a small paring knife.  Put bones in
bottom of a buttered baking dish. Shape chicken breasts around bones,
cupping hands around chicken breasts to form a compact shape.  (When
they cook they will keep this rounded shape.).  Pour 1/2 cup of the
reserved chicken broth around the chicken.  Butter a square of aluminum
foil.  Place buttered side down, over chicken breasts.

Poach in very hot oven 450°F 20 minutes; remove from oven. Reset oven
to 375°F.  Lift chicken from bones; cool.

Roll each of the patty shells to a 5 inch round on a lightly floured
pastry board. Place Cooled chicken breasts on four of the pastry
rounds.  Spread the duxelles mixture over the chicken with a spatula.
Brush the edges of the pastry with a mixture of egg yolk and water;
place remaining pastry rounds on top. Press edges to seal; flute edges,
or tuck under chicken.  Brush remaining egg yolk mixture over pastry. 
Place a jelly-roll pan.

Bake in moderate 375°F oven for 20 minutes or until golden brown. Serve
with Sauce Perigourdine.

Sauce Perigourdine

Melt butter in a medium size skillet; add 1/4 cup all-purpose flour. 
Cook over medium heat, stirring constantly, until mixture turns a light
brown, about 5 minutes.  Slowly add 1 cup beef broth; continue
stirring until thickened.  Add 1/2 cup Madeira. Cook, stirring
occasionally, 30 minutes or until sauce is reduced to about 1 cup.  If
using truffles add to sauce and simmer for 1 minute.