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Spread equal amounts of the shrimp mixture onto 8 slices of the bread. Top with the remaining slices of the bread. Press together gently but firmly.
Heat 3 tablespoons of the vegetable oil in a large nonstick skillet over medium high heat. Dip 4 of the sandwiches in the egg mixture, coating them evenly on both sides. Fry until golden brown, about 4 minutes on each side. Remove from the skillet. Repeat the process with the remaining 3 tablespoons vegetable oil and sandwiches.
Slice each sandwich into 4 triangles, place on a serving plate and garnish with parsley.