In a small bowl mix the butter, shallots, garlic, parsley, salt and pepper until the butter is soft and the ingredients are thoroughly combined. Put about 1/4 tablespoon of the butter in each shell, followed by a snail, and then another 1/4 tablespoon of butter. Place on individual oven-proof serving dishes and bake in a 400F (200C) oven for 10 to 15 minutes, until the butter begins to bubble. Serve with crusty French bread (baguette) for sopping up the sauce.
* Canned escargots (snails) can be bought, complete with empty shells for serving, in most supermarkets in the US.