Making madeleines without the special pan?
I have never made madeleines myself, but looking at the recipe and reading Elendil's concerns about the batter running, I would think you could fashion an impromptu "madeleine pan" out of aluminum foil.  It won't be the easiest thing in the world, and you're not going to get the perfect shell look, but I think you'll be able to get the right general shape and depth with a little craftwork.

These look like something I would love to make, so I did a little research and a few people said they poured the batter into a sheet pan (in a very thin layer) and then cut them into squares after.  Not exactly the same final product, but if you're dying to use the batter I think it would still taste great.  As Elendil suggested, the people who said they were able to make them on a cookie sheet found that they were very flat and crispy (though still tasty).