With a plain cutter about an inch in diameter stamp the bread into rounds. Then, with a pointed knife, scoop out the centre of each so that a thin hollow case of bread remains. Be careful not to put the knife through the side of the case. Dip each case for a second in a little milk, beat up an egg on a plate, brush each case over with egg, then cover it with crumbs, pressing them on with a knife.
When a faint bluish smoke rises from the frying fat, put in the cases, two at a time, and fry them a golden brown. Drain them well on paper. Break an egg carefully into each case, put about a teaspoonful of cream on each, with a sprinkling of salt and pepper. Put the cases on a baking-tin in a moderate oven, and let them bake until the eggs are lightly set. Cut the gherkins into strips, and arrange them in a trellis pattern across the top of each. Serve at once garnished with fried parsley.