Step 1: Heat the oil

Pour at least 3 inches of canola oil into a deep, heavy pot, leaving plenty of space at the top to prevent overflow. Heat the oil to 375°F (190°C). Use a frying thermometer to monitor the temperature.

Step 2: Make the spicy mayo

In a bowl large enough to hold the cooked shrimp, whisk together the mayonnaise, sugar, and sriracha until smooth. Set aside while you prepare the shrimp.

Step 3: Combine the dry ingredients

In a separate large bowl, whisk together the flour, cornstarch, baking powder, kosher salt, and white pepper.

Step 4: Reserve some dry mixture for dredging

Transfer approximately ½ cup of the dry mixture to a shallow bowl. This is your dredging mixture; the rest will become the batter.

Step 5: Dredge the shrimp

Pat the peeled, deveined shrimp dry with paper towels. Coat them lightly in the reserved dry mixture, then shake off the excess.

Step 6: Make the club-soda batter

Pour the cold club soda into the large bowl containing the remaining dry mixture. Whisk just until combined. A few small lumps are fine; avoid overmixing.

Step 7: Batter the shrimp

Dip the dredged shrimp into the batter, allowing excess batter to drip back into the bowl.

Step 8: Fry in batches

Carefully lower a few battered shrimp into the 375°F (190°C) oil. Fry for approximately 2–3 minutes, turning if needed, until the coating is golden and the shrimp are opaque and cooked through.

Do not crowd the pot. Allow the oil to return to temperature between batches.

Step 9: Drain briefly

Transfer the fried shrimp to a wire rack set over a tray or to a paper-towel-lined plate. Let excess oil drain briefly.

Step 10: Toss and serve

Add the freshly fried shrimp to the prepared sauce and toss gently until coated. Serve the Dynamite Shrimp immediately for the best contrast between crunchy batter and creamy sauce.