Peel the shrimp, then make a shallow cut lengthwise down the back and remove the vein. Rinse and pat dry, then coat with flour, eggs and bread crumbs, in that order. Heat oil in a heavy pan over medium heat and cook the shrimp about a minute on each side and remove to absorbent paper. In a separate pan, cook the mushrooms in the butter over medium heat for 2 to 3 minutes, then add the sherry and cook for another minute or two. Add the chicken broth and bring to a boil. Lower the heat, add the shrimp and cook until the sauce thickens, seasoning to taste. Transfer to a baking dish and cover the shrimp with the mozzarella slices. Place under the broiler until the cheese melts, taking care not to burn the cheese. Serve immediately.