01 - Combine milk, water, butter, and salt in a saucepan. Bring mixture to a rolling boil. Reduce heat to low and dump in flour all at once. Stir vigorously with a wooden spoon until dough forms a ball and pulls away from pan sides cleanly, about 1-2 minutes. Remove from heat and let cool 5 minutes before kneading briefly until smooth. Cover with damp towel to prevent drying.
02 - Bring salted water to simmer in a small pot. Add raw 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, about 1/4 inch dice.
03 - Melt butter in skillet over medium heat. Add chopped onion and sauté 3-4 minutes until translucent and softened. Add minced garlic and cook 1 minute until fragrant. Sprinkle flour over mixture, stir constantly for 2 minutes to cook out raw taste. Gradually whisk in milk, stirring until smooth and thickened. Stir in chopped shrimp, lemon juice, parsley, salt, and pepper. Cook 2-3 minutes until mixture pulls away from pan. Transfer to bowl and refrigerate 20 minutes until firm enough to handle.
04 - Roll dough on lightly floured surface to 1/8 inch thickness. Use 3-inch round cutter to cut 24 circles. Place 1 teaspoon cooled shrimp filling in center of each circle. Fold dough in half to create half-moon shape. Press edges firmly to seal, crimping with fork tines for tight closure.
05 - Set up breading station with beaten eggs in shallow bowl and breadcrumbs in separate dish. Dip each turnover in egg, allowing excess to drip off, then press firmly into breadcrumbs to coat completely. Transfer to parchment-lined baking sheet.
06 - Heat 2-3 inches vegetable oil in deep fryer or heavy pot to 350°F. Fry rissois in batches of 4-5, cooking 2-3 minutes per side until deep golden brown and cooked through. Use slotted spoon to transfer to paper towel-lined plate. Season lightly with salt while hot.
07 - Serve immediately while hot and crispy, or allow to cool to room temperature. Arrange on platter with lemon wedges. Pair with light dipping sauce such as garlic aioli or spicy remoulade if desired.