Preheat oven to 350ºF.

Sauté onion in 3 tablespoons butter over medium heat until very soft, about 10 minutes. Sprinkle flour over onions and cook, stirring, until flour no longer smells raw, about 2 minutes. Slowly whisk in milk and cook, stirring, until thickened. Add salt, pepper, Worcestershire, and lemon juice and cook 2 minutes.

Beat egg in a small heatproof bowl and slowly whisk about ½ cup of the mixture into the egg to temper, then stir egg mixture into pan. Add parsley and crabmeat and combine; remove from heat.

If you have cleaned crab shells, mound the mixture into 6; if not, transfer to a greased casserole dish or six individual gratin dishes. Combine breadcrumbs with remaining tablespoon melted butter and sprinkle over the top of crab mixture, transfer to the oven, and bake until golden, about 20 minutes.