Combine crab, sherry, salt, pepper and dill in a large bowl and set aside. In a saucepan, melt the butter (do not let it brown), remove from heat and stir in the flour. Whisk together the egg yolks and cream and whisk into the roux. Return the pan to the heat and heat, whisking constantly, for 1-2 minutes until the mixture thickens, do not boil. Pour the sauce over the crab mixture and mix well.
Season to taste. Using a cookie cutter or glass, cut 4 round slices from each slice of bread.
Toast one side of these under a hot grill. Spread the other side liberally with the crab mixture, mounding a little in the center. Then place under the hot grill for one minute until light brown. Serve hot. You can also prepare the cutlets ahead of time.
Just put them in the refrigerator until before grilling.