Heat the olive oil over medium heat in a skillet and saute the onion until it begins to caramelize. Add the broccoli and saute until tender. Remove from heat and set aside.
In a large saucepan, melt the butter over medium-high heat and add the garlic, onion, and bay leaf. In another small saucepot, heat the milk. Saute the onion until it becomes translucent, then deglaze pan with the white wine, and cook for a few minutes to let most of the wine evaporate, then turn the heat to medium-low. Whisk the Parmesan into the hot milk, then gradually whisk into the onion mixture. In a small bowl, create a slurry by whisking a small amount of water into the cornstarch. Add this to the sauce to thicken it. Simmer for 15 minutes, stirring frequently. Remove saucepan from heat, season sauce, to taste, with white pepper, and salt if needed. Remove and discard bay leaf. Immediately put a sheet of plastic wrap on top of the sauce to prevent a skin from forming, and keep in a warm place.
Season the salmon with salt and pepper and slice lengthwise into 3/4-inch wide strips. Roll the strips into a spiral, secure with a skewer, and place on a baking sheet. Set aside briefly.
Preheat oven to 375 degrees F.
In a food processor blend shrimp, egg whites, salt and pepper to a paste. Spread some of this mixture evenly onto each of the salmon spirals, then spray with spray butter. Place in the oven, and bake until the fish flakes and the shrimp crusts a golden brown, about 8 to 10 minutes. Remove from oven and let rest.
While the salmon/shrimp spirals are in the oven, prepare the plates. Toss the onion, broccoli mixture with enough of the sauce to coat. Spoon some of this mixture into the center of each serving plate. Top with a salmon/shrimp spiral, then drizzle with sauce and garnish with dill.