Because the shrimp will cook so quickly, once you get them in the pan, you want to have the sauce ready and standing by to pour over the freshly fried shrimp. In a mixing bowl combine 1/2 cup mayonnaise, a tablespoon or so of horseradish, 1/4 cup sweet Asian chili sauce and a few tablespoons of hot Asian chili sauce or Srirachi (if you want to start out a bit more cautious, add 1 tablespoon at a time of the hot sauce and taste. Add more until it's a spicy as you like it). That's it! Combine well and set aside until the shrimp is ready.
I purchased one pound of raw, shell-on USA shrimp and cleaned, de-veined and removed the shell at home. Next step is to toss the shrimp in some cornstarch which, when fried, will give the shrimp a nice crisp coating without it being too heavy. Cook the shrimp in the deep fryer for about 3 minutes total. Place the shrimp in a large mixing bowl while they are still hot and pour over the Bang Bang sauce. Toss well to coat, adding more sauce if necessary and tumble out onto a bed of crispy shredded iceberg lettuce. Top with a sprinkling of green onions and chopped fresh cilantro.