Brush filo with butter and layer sheets of dough. Cut dough into 6-10 cm (approximately 4-inch) squares. Press dough into ramekins. Bake dough in an oven preheated to 200°C (approximately 400°F) for 5-7 minutes, until golden brown. Remove, let cool and carefully remove from ramekins.
Whisk together eggs and cream. Heat remaining butter and oil in a pan. Add eggs into pan and let thicken, stirring constantly. Season with salt and pepper. Combine shrimp, lemon and parsley. Add to eggs and cook to desired doneness.
Place eggs in baked filo and serve warm.