Bring water to a boil; add shrimp, and cook 3 to 5 minutes or until shrimp turns pink. Drain well; rinse with cold water. Chill. Peel and devein shrimp.
Combine cream cheese and next 6 ingredients, stirring well. Add shrimp, and toss gently. Cover and chill 1 hour.
Cut a 1/2-inch slice off top of each roll; set tops aside. Hollow out center of rolls, leaving 1/2-inch-thick shells. Reserve excess bread for another use. Place bread shells and tops, cut sides up, on rack of a broiler pan. Broil 5 1/2 inches from heat (with electric oven door partially opened) 1 to 2 minutes or until lightly toasted. Spoon shrimp mixture evenly into shells; cover with tops.