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 dough forms and pulls away from sides. Remove from heat, 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 thoroughly, chop finely, and set aside.
03 - Melt butter in a skillet over medium heat. Sauté onion until translucent, add garlic and cook 1 minute. Stir in flour, cook 1-2 minutes. Gradually whisk in milk to form thick béchamel. Add chopped shrimp, lemon juice, parsley, salt, and pepper. Cook 2-3 minutes, then cool completely.
04 - Roll dough on floured surface to 1/8 inch thickness. Cut 3-inch circles. Place 1 teaspoon filling in center of each circle, fold in half, and seal edges firmly with fingers or fork.
05 - Dip each rissois in 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. Drain on paper towels and serve warm or at room temperature.