01 - Combine milk, water, butter, and salt in a saucepan. Bring to a boil, then reduce heat. Add flour all at once, stirring 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 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 and cook 1-2 minutes. Gradually whisk in milk to form thick béchamel sauce. 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 by pressing with fingers or fork tines.
05 - Dip each rissois in beaten egg, then coat thoroughly with breadcrumbs, pressing gently to adhere.
06 - Heat vegetable oil to 350°F. Fry rissois for 2-3 minutes per side until deep golden brown. Remove with slotted spoon and drain on paper towels.
07 - Serve warm or at room temperature as appetizers or snacks.