Note: Butter should be cut into 12 pieces.
Drain snail juices into small saucepan. Place snails in bowl. Add wine, onion, shallot, garlic, salt, pepper and nutmeg to juices and bring to boil. Pour marinade over snails. Let cool.
Cover and refrigerate for 24 hours. Preheat oven to 425 degrees. Butter baking sheets. Roll dough out on lightly floured surface to thickness of 1/4". Cut out 36 circles using 2-inch floured cutter.
Arrange circles on prepared sheets. Using knife tip, trace lid on each circle 3/4-inch from edge; do not cut through dough. Brush with glaze. Bake pastry until puffed and golden brown, about 10 minutes. Cool slightly on rack.
Using sharp knife, cut out lids. Discard any soft dough inside shells. Reduce oven to 375 degrees.
Strain marinade into large saucepan, pressing down on vegetables to extract all liquid. Boil until reduced to 1/2 cup. Remove pan from heat and whisk in 2 pieces of butter.
Set pan over low heat and whisk in remaining butter 1 piece at a time. Mix in snails, hazelnuts and parsley.
Adjust seasoning. Place 1 snail and some of sauce inside each shell. Top with lid. Bake until heated through. Serve immediately.