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 pan sides. Remove from heat, cool slightly, then knead until smooth. Cover and set aside.
02 - Bring salted water to simmer. Cook shrimp for 2-3 minutes until pink. Drain well, chop finely, and set aside.
03 - Melt butter in 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 until thick béchamel forms. 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 tines.
05 - Dip each rissoi in beaten egg, allowing excess to drip off. Coat evenly with breadcrumbs, pressing gently to adhere.
06 - Heat vegetable oil to 350°F. Fry rissois in batches for 2-3 minutes per side until golden brown. Drain on paper towels. Serve warm or at room temperature.