Belgian Shrimp Croquettes (Croquettes Aux Crevettes Grises)

Ingredients

• 1/2 lb unpeeled shrimp , smallest available
• 5 tablespoons unsalted butter
• 1 small onion , thinly sliced
• 1 3/4 cups milk , plus
• 5 tablespoons milk
• 1/2 bay leaf
• 1/4 ounce unflavored gelatin ( one envelope )
• 5 tablespoons cold water
• 2/3 cup all-purpose flour
• 2 ounces parmesan cheese or 2 ounces gruyere cheese , grated
• 1 large egg yolk
• 1 tablespoon fresh lemon juice
• salt
• freshly ground black pepper
• freshly grated nutmeg
• 1 pinch cayenne pepper
• 3 large egg whites
• 1/2 teaspoon salt
• 1 tablespoon vegetable oil
• 1/2 cup all-purpose flour
• 1 cup dried breadcrumbs
• vegetable oil ( for deep frying )
• boston lettuce leaf ( optional )
• lemon wedge ( optional )
• fried parsley ( optional )