In a medium saucepan over low heat, melt the butter. Once melted, add the flour and stir continuously for about 2 minutes until it forms a light roux. Slowly pour in the warm milk and whisk constantly to create a smooth, lump free béchamel sauce. Gradually add the cream and continue stirring until the mixture thickens.
Remove the pan from heat and let it cool slightly. Stir in the egg yolk, lemon juice, nutmeg, salt, white pepper, and parsley. Fold in the shrimp, ensuring they are evenly distributed. The mixture should be thick and creamy.
Transfer the mixture to a shallow dish, spreading it out evenly. Cover with plastic wrap, ensuring the wrap touches the surface to prevent a skin from forming. Refrigerate for at least 3 hours, or preferably overnight, until firm.
Once the mixture is firm, use your hands to shape it into small logs, approximately 8 cm (3 inches) long and 2 cm (¾ inch) thick. Place them on a tray lined with parchment paper and return to the refrigerator for 30 minutes to firm up.
Set up three shallow bowls: one with flour, one with beaten eggs, and one with breadcrumbs. Coat each croquette lightly in flour, then dip into the beaten egg, ensuring full coverage. Finally, roll in the breadcrumbs, pressing gently so the coating adheres.
For an extra crispy crust, repeat the egg and breadcrumb coating. This double breading helps prevent the croquettes from bursting during frying.
Place the breaded croquettes back in the refrigerator for another 30 minutes. This step helps them hold their shape when fried.
In a deep fryer or heavy bottomed pan, heat vegetable oil to 180°C (350°F). Fry the croquettes in small batches, ensuring they don’t overcrowd the pan. Cook for about 3–4 minutes, turning occasionally, until golden brown and crispy.
Drain the croquettes on paper towels and serve immediately. Garnish with fresh parsley and lemon wedges. For an authentic Belgian experience, pair with a side of crispy fries, a green salad, or a dollop of homemade tartar sauce.