Heat 2 tablespoons butter in a large skillet over medium-high heat; add mushrooms and sauté until golden brown; add garlic and thyme and continue cooking until fragrant. Stir in Madeira wine and Worcestershire sauce and reduce liquid by about half. Add gravy, and heat through; season with salt and pepper, to taste.
Place chopped or shredded roast beef into a greased baking dish. Pour mushroom mixture over meat.
Beat the egg yolks into cooled or cold mashed potatoes and spoon over the meat mixture. Spread evenly and rake the tines of a fork over the top creating grooves. Melt 2 tablespoons of butter and drizzle over potato topping.
Bake at 400 degrees for about 30 minutes, or until mashed potatoes are browned and meat mixture is hot and bubbly.