Step 1

Melt 2 teaspoons butter in a skillet over medium-high heat. Saute shallots until soft and sweetened, about 5 minutes. Let cool to room temperature.

Step 2

Combine sole, salmon, and shrimp in a food processor. Add bread crumbs. Pour in egg whites and whole egg. Season with kosher salt and cayenne pepper. Add the cooled shallots and parsley.

Step 3

Cover processor and pulse on and off, starting with short pulses and transitioning to longer ones, until mixture is well blended and clumps together at the blade. Transfer mixture to a bowl, wrap in plastic wrap, and chill in the refrigerator for 1 to 2 hours.

Step 4

Transfer 1/4 of the sausage mixture onto a piece of plastic wrap. Shape into a log with dampened fingertips. Roll in the plastic, twisting the ends to seal. Lay the log onto a piece of aluminum foil and roll it up. Twist the ends in opposite directions, but not too tightly. Fold the ends back. Repeat with the remaining sausage mixture.

Step 5

Bring a pot of water to a simmer. Add the sausages and submerge them with a plate. Cover pot and simmer on low for 20 minutes.

Step 6

Transfer sausages into a bowl of cold water to stop the cooking process. Let cool for 15 to 20 minutes. Remove from the water and refrigerate until ready to serve.

Step 7

Peel foil off of the sausages over a piece of paper towel. Snip off 1 end of the plastic wrap and squeeze the sausage out through the opening. Trim off any unsightly chunks.

Step 8

Melt remaining butter in a pan over medium heat. Cook sausages in the hot butter, turning until browned all over, 5 to 6 minutes. Reduce heat to medium-low and cover. Cook until an instant-read thermometer inserted into the sausages reads 140 degrees F (60 degrees C), 5 to 6 minutes more. Repeat with remaining sausages.

Step 9

Pour water and lemon juice into the same pan and bring to a boil. Cook until reduced by 1/2, about 3 minutes. Reduce heat to low; add cold butter and parsley. Swirl pan until butter is melted; season with salt and swirl once more. Spoon sauce over the sausages.