Dice chicken meat, sweetbreads, and clean mushrooms into small cubes.
Prepare a roux from butter and flour. Add chicken broth and simmer for 15 minutes.
Add cubed chicken, sweetbreads, and mushrooms. Season with lemon juice, cayenne, and salt. Mix egg yolks, heavy cream and cornstarch and fold into boiling mixture.
Pour onto a greased sheet pan 1/2 inch thick and cover with buttered parchment paper.
Chill well cut into 1 1/2 ounce rectangular pieces. Dip into flour, egg white, and breadcrumbs, and deep fry at 350 degrees for 1 1/2 to 2 minutes.
Serve with lemon wedge or a cocktail sauce. Allow two croquettes per person.