In a mixing bowl, whisk the egg yolk. Add the hot sauce, Worcestershire sauce, mustard, Parmesan cheese, bread crumbs, and crab mixture. Allow to cool for 1 to 2 minutes, then shape loosely into 12 balls, using about 2 tablespoons of the mixture. Season the shrimp with 2 teaspoons Essence. Press one ball of stuffing into the cavity of each shrimp and arrange the shrimp on a baking sheet. Sprinkle with remaining Essence. Bake until golden brown on top and cooked through, 15 to 20 minutes. Remove from the oven.
For the sauce, in a sauce pot, heat the olive oil. Lightly saute the onions, carrots, celery, and garlic, about 1 to 2 minutes. Season with salt and pepper. Add the lemon juice, Worcestershire sauce, hot sauce, and veal stock. Cook over high heat for 12 minutes. Turn off the heat, add the cream and mount in the butter. Season with salt and pepper. Strain through a chinois. Spoon a small pool of sauce in the middle of the plate and arrange three shrimp in the center. Top with shaved chives and Parmesan Cheese.