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, let cool slightly, then knead until smooth. Cover and set aside.
02 - Boil shrimp in salted water for 2–3 minutes until pink. Drain, 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 for 1–2 minutes. Gradually whisk in milk to form thick béchamel. Add shrimp, lemon juice, parsley, salt, and pepper. Cook 2–3 minutes, then cool completely.
04 - Roll dough to 1/8 inch thickness on floured surface. Cut 3-inch circles. Place 1 teaspoon filling in center of each, fold in half, and seal edges firmly with fingers or fork.
05 - Dip each rissois in beaten egg, 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. Serve warm or at room temperature.