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.
Serve immediately.
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