Separate each dinner roll in half and press into muffin pans to make shells. Place one shrimp in each shell. Combine egg, cream, salt and pepper. Divide evenly among shells, using about 2 teaspoons for each.
Slice the cheese into 24 pieces; place atop each appetizer. Bake for 20 minutes or until golden. Cool.
Wrap in foil and freeze.
To serve, place frozen appetizers on baking sheet and put in 375° oven for 10-12 minutes.
