Blanch the lettuce leaves individually for about 1 minute and rinse with cold water. Mix the cream cheese with the egg yolk, breadcrumbs and the herbs and season with salt and pepper.
Lay the lettuce leaves upside down on a kitchen towel, cut out the thick leaf rib and pour 1 tablespoon of cream cheese mixture on each. Fold in the lettuce leaves and fry briefly in a pan in hot olive oil. Take out and keep warm.