01 - Combine milk, water, butter, and salt in a saucepan. Bring to a boil. Reduce heat and add flour all at once, stirring vigorously until dough forms and pulls away from sides. Remove from heat, let cool slightly, then knead until smooth. Cover and set aside.
02 - Cook shrimp in simmering salted water 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, 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 by pressing with fingers or fork.
05 - Dip each turnover 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.
07 - Serve warm or at room temperature with lemon wedges or light dipping sauce.