Preheat
oven to gas mark 9/240º C. Cut off tops of the rolls and
scoop out the centers. Melt 2 tbsp of butter and brush the
rolls inside and out. Place rolls in preheated oven on the
middle shelf for 5 minutes.
Chop
onions finely and fry them in remaining butter until
transparent. Slice mushrooms and add them to the onions. Fry
for 10 minutes. Stir in vinegar or orange juice and milk and
bring to the boil. Remove from heat and blend in cream and
beaten egg yolk.
Season
with salt and pepper. Fold in the prepared shrimps and heat
through. Spoon the mixture into the hot rolls and garnish
with parsley.