Grease 2 dozen small muffins pans.
Separate each dinner roll in half;
press into muffin pans to make shells.
Place 1 shrimp in each shell.
Combine egg, cream, brandy or sherry, salt and pepper.
Divide evenly among shells, using 2 tsp. in each.
Slice cheese into 24 small pieces; place 1 atop each appetizer.
Bake at 375F, 20 min.