In a large nonstick skillet, saute onions in 1 tablespoon butter until tender. Add shrimp and wine or broth; cook and stir over medium-high heat for 2 minutes or until shrimp turn pink. Using a slotted spoon, remove shrimp.
Combine cornstarch and milk until smooth; stir into the cooking juices. Bring to a boil; cook and stir for 2 minutes or until thickened. Reduce heat to low. Stir in the Parmesan cheese, crab, sugar, lemon juice, cayenne, white pepper if desired and shrimp. Remove from the heat; cool.
On a dry surface, carefully remove two sheets of phyllo dough and place on top of each other (keep remaining dough covered with plastic wrap to prevent drying). Melt remaining butter. Cut sheets widthwise into six strips about 2 in. wide. Lightly brush the tops with butter.
Place a rounded teaspoonful of shrimp mixture near lower right corner of each strip. Fold left corner of dough over filling, forming a triangle. Fold triangle up, then fold over, forming another triangle. Continue folding like a flag for the length of the strip.
Place triangles on ungreased baking sheets. Brush tops with egg white. Bake at 400° for 7-10 minutes or until golden brown. Serve warm.