The recipe calls for Madeira but I am thinking about using another wine. My choices are: Pernod, Calvados, pinneau du Terrier or dry sherry. What does anyone recommend on this subject?
If it's a dry sherry, I'd add some sugar to it ... around 1 teaspoon per 1/2 cup. Light brown sugar would be best. Madeira is significantly sweeter than dry sherry. A Ruby Port would be a much better substitute.
None of your options is really going to taste like Madeira, though, so if the wine is a major flavor component of the dish, you're about to be very disappointed.
The only close substitute in my mind would be a Fino sherry, as it is the only one that offers the nuttiness that a Madeira does.
It doesn't really make a sense to me to use an anise flavored spirit like Pernod, or to a lesser degree, an apple brandy like Calvados. An obscure and not inexpensive wine like a like a pinneau is odd too. White wine also doesn't seem good, as it is light years away from the taste and characteristics of a wine like Madeira.