Note: Puff pastry sheets should be cut slightly larger than escargot dish.
For BUTTER MIXTURE: Whip butter in mixing bowl. Add next 9 ingredients with salt and pepper to taste, and mix well. Set aside.
Melt 2 tablespoons butter in medium skillet. Add snails, onion and wine and saute'' until liquid evaporates. Set aside and let cool.
Place one snail in each hole of escargot dish. Generously cover with butter mixture. Place 1 sheet of puff pastry dough over each escargot dish. Trim dough and seal around edge of dish. Beat egg with water and use to brush dough. Chill until ready to bake, at least 20 minutes.
Preheat oven to 375 degrees. Bake until pastry rises and is golden, about 20 to 30 minutes. Remaining butter mixture can be refrigerated as long as 2 weeks and used when garlic butter is needed.