Baked Grey Shrimp Croquettes with Herb Aioli

Prepare the Croquette Mixture

1. In a saucepan, melt butter over medium heat. Whisk in flour and cook for 1-2 minutes until slightly golden, creating a roux.
2. Gradually whisk in the warmed milk until smooth. Cook, stirring constantly, until the sauce thickens to a béchamel consistency.
3. Remove from heat. Stir in the egg yolks one at a time, followed by the nutmeg, salt, and pepper. Mix well.
4. Fold in the prepared grey shrimp. Allow the mixture to cool slightly, then cover and refrigerate for at least 1 hour, or until firm.

Form and Coat the Croquettes

1. Shape the chilled shrimp mixture into desired croquette shapes (e.g., logs or oval). You should get about 12-16 croquettes.
2. Set up a breading station with beaten eggs in one dish and panko breadcrumbs in another.
3. Dip each croquette into the beaten eggs, ensuring it's fully coated, then dredge in the panko breadcrumbs, pressing gently to adhere.
4. Place the coated croquettes on a baking sheet lined with parchment paper. You can refrigerate them for another 30 minutes to help them hold their shape during baking.

Bake the Croquettes

1. Preheat oven to 200°C (400°F).
2. Arrange the croquettes on the baking sheet and lightly spray with olive oil for a golden-brown finish.
3. Bake for 20-25 minutes, flipping halfway through, until golden brown and heated through.

Prepare the Herb Aioli

1. In a small bowl, combine minced garlic, mayonnaise, chopped parsley, chopped chives, and lemon juice.
2. Season with salt to taste. Stir well to combine and refrigerate until ready to serve.

Serve

1. Serve the baked grey shrimp croquettes hot, accompanied by the herb aioli for dipping. Garnish with lemon wedges and fresh dill, if desired.