Wash and peel the shrimp. Set aside the shells and heads for the sauce, and reserve the shrimp meat for the filling.

To make the sauce, peel and finely chop the onion. Sauté it in a saucepan with oil for 5 minutes, then add the cider, shrimp shells, and heads. Cook over medium heat for 5 more minutes. Add the cream, cayenne, salt, white pepper, and nutmeg. Stir and cook for another 5 minutes. Remove from heat, let cool slightly, and strain through a fine mesh strainer. Set aside.

To make the filling: Wash, remove the outer layers, and finely chop the leek. Sauté it in a skillet over medium heat with oil for 5 minutes. Add the chopped shrimp and the teaspoon of flour. Cook for 2 minutes, then add the milk, salt, parsley, white pepper, and nutmeg. Stir and cook until thickened. Remove from heat and let cool.