Shallots: Preheat the oven to 400° F. Melt the butter in a 3-quart sauté pan, add the shallots and sugar, and toss to coat. Cook over medium heat for 10 minutes, tossing occasionally, until the shallots start to brown. Add the vinegar, salt, and pepper and toss well.

Place the sauté pan in the oven and roast for 15 to 30 minutes, depending on the size of the shallots, until they are tender. Season to taste.

Cheese Layer: Pour the cream into a microwave-safe bowl, and bring to a simmer. Submerge bay leaves and set aside for 30 minutes. Remove bay leaves and add goat cheese. Warm up just until it's spreadable, then beat cream and cheese together.

Pastries: In the meantime, roll out the puff pastry into a rectangle 12" x 24". Cut into sixteen three-inch squares, and the remainder into half-inch strips. Brush the edge of the squares with water, then frame the squares with the strips.

Place the squares on a parchment-lined baking sheet, and bake at 400° until brown.

Assembly: Return the baked pastry squares to a baking sheet, spread cheese mixture onto each of them, then heat in oven to warm. If necessary, reheat the shallots on stovetop. Top each pastry square with a shallot. sprinkle with parsley, and serve.