01 - Combine milk, water, butter, and salt in a saucepan. Bring to a boil, reduce heat, and add flour all at once. Stir vigorously until a smooth dough forms and pulls away from the sides. Remove from heat, let cool slightly, then knead until smooth. Cover and set aside.
02 - Place shrimp in simmering salted water and cook for 2–3 minutes until pink. Drain well, chop finely, and set aside.
03 - Melt butter in a skillet over medium heat. Sauté onion until translucent, about 3 minutes. Add garlic and cook 1 minute. Stir in flour and cook 1–2 minutes. Gradually whisk in milk, stirring constantly until a thick béchamel forms. Add chopped shrimp, lemon juice, parsley, salt, and pepper. Cook 2–3 minutes, then cool completely.
04 - Roll dough on a floured surface to 1/8 inch thickness. Cut into 3-inch circles. Place 1 teaspoon of cooled filling in the center of each circle. Fold in half and seal edges firmly by pressing with fingers or a fork.
05 - Dip each filled rissois first into beaten egg, allowing excess to drip off, then coat thoroughly with breadcrumbs.
06 - Heat vegetable oil to 350°F. Fry rissois for 2–3 minutes per side until golden brown and crispy. Drain on paper towels.
07 - Serve warm or at room temperature as appetizers or snacks.