Portugal's beloved half-moon pastry turnovers: cooked choux-like dough filled with a luscious, spiced prawn and lemon béchamel, breadcrumbed and fried golden.
Bring water, milk, butter, lemon peel, and salt to a boil. Remove lemon peel. Add all flour at once, stirring vigorously with a wooden spoon over medium heat until the dough forms a ball pulling away from the pan. Tip onto a board and knead briefly once warm.
Make a roux with butter and flour, whisk in hot prawn stock until thick and velvety. Remove from heat, stir in egg yolk, chopped prawns, lemon juice, nutmeg, and parsley. Cool completely.
Roll dough thin (2mm). Place spoonfuls of filling across dough, fold dough over, and cut into half-moon shapes using a round glass or cutter, sealing edges firmly.
Dip rissóis in beaten egg, coat in breadcrumbs, and deep fry in hot oil at 180°C for 3 minutes until golden brown and crispy. Drain and serve warm.