Butterfly the shrimp by making a shallow cut along the back to increase surface area.Marinate shrimp with salt, white pepper, baking soda, cornstarch, and oil.In a saucepan, melt butter, add brown sugar, then water. Simmer and cook walnuts until glossy and thickened. Transfer to cool.Coat shrimp lightly in seasoned cornstarch.Heat oil to 325°F and fry shrimp in batches until crispy and pink. Drain on a wire rack.In a large bowl, whisk mayo, honey, condensed milk, lemon juice, and salt.Toss fried shrimp and candied walnuts in the sauce and serve immediately.This Honey Walnut Shrimp is best enjoyed fresh and hot for maximum crispiness.