Bring water, milk, butter, oil and salt to a boil in a large sauce pan.
Slowly add flour and stir with a wooden spoon until a dough ball is formed.
Remove the ball from the pan and loosely wrap dough in a dish cloth until it cools to room temperature.
Boil the shrimp, leaving heads attached, until fully cooked.
Remove the heads and then peel the shrimp, finely chop, and set aside.
In a skillet over medium heat add oil, minced onions and 1/4 stick of butter and cook until transparent.
Add milk to the onions and cook until scalded. Add minced parsley.
Beat 2 eggs and slowly add them to skillet stirring constantly.
Add 2 cups of the shrimp head broth and slowly add flour to thicken.
Add chopped shrimp to mixture and slowly mix together.
Roll out dough to 1/8 inch thickness.
Place a teaspoon of shrimp mixture slightly up from the bottom edge of the dough then flip the end of the dough up and over it.
Using a round cutter 3 1/2 to 4 inches in diameter (or a drinking cup flipped upside down if you're fancy like me!) to cut a half circle out of the dough creating a shrimp turnover with shrimp mixture sealed inside.
Continue until all the dough has been used. You can re-roll dough as needed.
Dip turnovers in beaten eggs, then bread crumbs. Shake off excess crumbs.