01 - Combine milk, water, butter, and salt in a medium saucepan over medium-high heat. Bring to a rolling boil. Reduce heat to low, add all flour at once, and stir vigorously with a wooden spoon until dough forms a ball and pulls away from pan sides, about 1-2 minutes. Transfer to a clean surface, knead briefly until smooth, and cover with damp cloth to prevent drying.
02 - Bring a pot of salted water to simmer. Add shrimp and cook 2-3 minutes until just pink and opaque. Drain immediately and transfer to ice bath to stop cooking. Finely chop shrimp into small pieces and set aside.
03 - Melt butter in skillet over medium heat. Sauté onion 4-5 minutes until translucent and softened. Add garlic, cook 1 minute until fragrant. Sprinkle flour over mixture, stir constantly for 1-2 minutes to cook out raw flavor. Gradually whisk in milk, stirring continuously until thickened into smooth béchamel sauce. Fold in chopped shrimp, lemon juice, parsley, salt, and pepper. Simmer 2-3 minutes, stirring constantly. Transfer to shallow container and refrigerate until completely cooled and firm, about 30 minutes.
04 - Roll dough on lightly floured surface to 1/8-inch thickness. Use 3-inch round cutter to cut circles. Place 1 teaspoon cooled filling in center of each circle. Fold dough over to form half-moon shape, press edges firmly to seal, then crimp with fork tines for secure closure. Transfer assembled turnovers to parchment-lined baking sheet.
05 - Set up breading station: beaten eggs in shallow bowl, breadcrumbs in separate dish. Dip each turnover in egg, allowing excess to drip off, then press firmly into breadcrumbs to coat evenly on all sides. Return to prepared baking sheet.
06 - Heat 2-3 inches vegetable oil in deep fryer or heavy pot to 350°F. Working in batches of 4-5, fry rissois 2-3 minutes per side until deep golden brown and crispy. Use slotted spoon to transfer to paper towel-lined plate. Maintain oil temperature between batches.
07 - Serve immediately while hot and crispy, or allow to cool to room temperature. Unfried assembled rissois can be frozen in single layer on baking sheet, then transferred to airtight bags for up to 3 months. Fry frozen rissois directly, adding 1-2 minutes to cooking time.