Preheat oven to 350°F (175°C).

Melt butter in a saucepan over medium heat.

Add mushrooms and shallots to the saucepan and saute for 5 minutes until softened.

Stir in flour and cook for 1 minute.

Gradually whisk in milk, chicken broth, and sherry until blended and smooth.

Bring the mixture to a boil, then reduce heat and simmer for 8 minutes, stirring constantly.

Stir in the chopped cooked chicken and 1/2 cup grated Parmesan cheese; cook for 1 minute.

Remove the saucepan from the heat.

Add the cooked spaghetti, toasted slivered almonds, salt, black pepper, and ground nutmeg to the saucepan and stir to combine.

Spoon the mixture into a 3-quart casserole dish coated with cooking spray.

Top with 2 tablespoons grated Parmesan cheese.

Bake in the preheated oven at 350°F (175°C) for 40 minutes, or until golden brown and bubbly.

Let the casserole stand for 5 minutes before serving.