Chop 8 shrimp, and set aside. Reserve remaining shrimp for garnish.
Sauté onion, green pepper, and garlic in 1/4 cup butter in a medium skillet until onion is tender. Add chopped shrimp, breadcrumbs, parsley, 1/2 teaspoon salt, and 1/8 teaspoon pepper to vegetable mixture; mix well, and remove from heat.
Spread shrimp mixture evenly over fillets. Roll up each fillet, and place seam side down in a greased 10- x 6- x 2-inch baking dish. Melt 1 tablespoon butter, and brush over fillet rolls. Bake at 350° for 25 minutes or until fish flakes easily when tested with a fork.
Melt remaining 1/2 cup butter in a small saucepan over low heat. Add beaten yolks, lemon juice, remaining salt, and red pepper; continue to cook over low heat until thickened.
Remove fillet rolls to a warm serving platter. Top with egg sauce, and garnish with reserved whole shrimp.
Oxmoor House Homestyle Recipes