Bring water to a boil; add shrimp, and cook 3 to 5 minutes or until shrimp turn pink. Drain well; rinse with cold water. Chill. Peel and devein shrimp; set aside. Cook vermicelli according to directions; drain. Melt butter in a saucepan over low heat; stir in flour. Cook 1 minute, stirring constantly. Gradually add broth and cream; cook over medium heat, stirring constantly, until thickened. Stir in Swiss cheese, sherry, salt, and pepper. Remove from heat; stir in shrimp and vermicelli. Spoon mixture into a greased 2-quart casserole; sprinkle with parmesan cheese and almonds. Bake, uncovered, at 350 for 20 minutes or until heated. Broil 5 1/2 inches from heat 6 minutes or until browned.