Pat the shrimp completely dry with a clean paper towel. If the shrimp is not completely dry, it will not turn out crispy and the starch will not stick.
Butterfly the shrimp. This step is optional but it will make your shrimp extra tasty and look more beautiful. Store them in the fridge while you move on to the next step.
In a bowl, whisk the egg whites until frothy. The egg whites will give the shrimp more body and make them puff up bigger. Prepare another bowl with the starch.
Heat the oil in a small heavy bottom pot (stainless steel or cast iron) that has a high wall to prevent grease from spilling. I use a small 1.5-quart pot so that the oil is deep enough and I don’t have to use much oil. Heat the oil over medium to medium-high heat for about 3 minutes. Test the temperature with a wooden chopstick, if it shows bubbles around the chopstick when inserting it into the oil, the temperature is hot enough. You can also use a thermometer to reach 350F/177C.
Working in batches, dip the shrimp in the egg whites then starch. Shake off the excess. Pan fry for about 3 minutes per side or until golden brown. Set them over a wire rack to drain excess oil. I separate the entire batch to 4 and keep the raw shrimp in the fridge while I work on the current batch. If you see brown bits accumulating in the bottom of the pot, use a fine mesh sieve to scoop out the brown bits or the shrimp will turn to a black/brown color.
While you fry the shrimp, whisk the sauce ingredients in one bowl. See notes section if you want to make it sweeter.
Serve the shrimp immediately with the Bang Bang sauce on the side (as a dipping sauce) or drizzle it over the shrimp.
If you want the sauce a little sweeter, and if you are doing a Whole30, try adding some apple juice. If on keto, you can try adding ¼ tsp monk fruit sugar or coconut sugar for paleo. To me personally, I like the sauce on the tangy side and therefore I didn’t add any sugar to the Bang Bang sauce.
The best way to enjoy these delicious jumbo puffy shrimp is to serve immediately. The shrimp is not deep fried and tends to soak up the sauce pretty quickly so I recommend not only enjoying them right away but also only combining them with the sauce right before serving.