Bring the stock and cayenne pepper to the boil in a large saucepan.
Meanwhile, clean, trim and thinly slice the mushrooms. If necessary, remove and discard the outer leaves from the lettuce, then rinse and finely shred the inner leaves. Beat the egg lightly and put aside. Strip the coriander leaves from the stems.
When the stock reaches boiling point, add the mushrooms, lower the heat and simmer for 2 minutes. Crush the vermicelli lightly, add to the stock and simmer for 3 minutes, until just barely cooked. Add the lettuce, then raise the heat and bring the soup to a rolling boil.
Take the saucepan off the heat and slowly add the egg, stirring gently. It will cook very quickly to form threads. Stir in the coriander leaves and serve immediately.