Preheat oven to 400°F. Cut puff pastry into squares and press them into a greased muffin tin to form cups. Prick the bottoms lightly with a fork so they stay nice and cup-shaped while baking.
In a bowl, mix cream cheese, mayonnaise, garlic, lemon juice, Old Bay seasoning, salt, black pepper, and half of the mozzarella and Parmesan. Stir until smooth, creamy, and full of flavor.
Spoon the creamy mixture evenly into each pastry cup. Top each one with a shrimp, gently pressing it into the filling. Sprinkle the remaining mozzarella and Parmesan over the tops.
Brush the pastry edges with the beaten egg for that shiny golden finish. Bake for 18 to 22 minutes, until the pastry is puffed, golden brown, and the cheese is bubbly.
Let the cups cool slightly, then sprinkle with fresh parsley. Serve warm and watch these cheesy seafood beauties steal the whole show.
