Preheat oven to 200 degrees C. Lightly grease a baking dish.
Melt butter in a saucepan over medium high heat. Whisk in flour with a fork then season with salt and pepper. Whisk in the milk and sherry then simmer for about 4 minutes. Whisk in the sugar, lemon juice and mustard.
Lay the crayfish in the baking dish, pour on the sauce then top with the breadcrumbs. Bake in preheated oven until golden brown, about 20 minutes.