Place yolks in top of a double boiler; place over simmering water. Beat yolks with a wire whisk until they begin to thicken. Add boiling water; beat again until egg mixture begins to thicken. Gradually add 3 tablespoons water, 1 tablespoon at a time, beating well after each addition. Add lemon juice, butter, salt, and pepper; beat until well blended.
Carefully fold in shrimp, mushrooms, and drained pineapple. Heat thoroughly, and serve immediately over fish rolls.