Melt the butter in a large sauté pan over medium-high heat, add the shallots, and sauté until golden brown, about 2 minutes. Add the mushrooms, and sauté until slightly softened, about 2 minutes. Season the ham strips with salt and pepper, raise the heat to high, and add to the pan, sautéing until the ham strips are lightly browned.
Stir in the demi-glace and mustard, reduce the heat to medium, and simmer until the sauce is slightly reduced, about 2 to 3 minutes.
To serve, incorporate the pickles and Cognac, pour the stroganov onto a serving platter, and garnish with dollops of sour cream, chives, and small spoonfuls of caviar.
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