Toast the almonds in a small skillet over medium-high heat until lightly browned. Remove and reserve.
Heat a medium-sized skillet over medium heat and add butter. Once it melts, add mushrooms and sauté until tender. Add flour to the mushrooms and cook for a minute or two.
Add the sherry. Once the alcohol has burned off and the sherry has reduced a bit, a couple of minutes, stir in the half-and-half.
Cook until thickened and season with salt and pepper. Remove from heat, stir in the almonds, nutmeg, and parsley, and pour into a serving bowl and serve immediately with bread alongside.