Instructions
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Marinate the Shrimp (Optional but Recommended): In a medium bowl, whisk together the beaten eggs, milk, and hot sauce. Pat the shrimp dry with paper towels, then add them to the mixture, tossing to coat. Cover and refrigerate for 15-30 minutes to allow the flavors to penetrate.
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Heat the Oil: Pour about 1.5 to 2 inches of canola oil into a large, heavy-bottomed pot or Dutch oven. Heat over medium-high heat to 350°F (175°C). Use a deep-fry or candy thermometer for accuracy. (If you don't have a thermometer, test by dropping a small pinch of the dry mix into the oil; it should sizzle vigorously and float to the top immediately.)
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Prepare the Dredging Station: In a separate shallow dish (like a pie plate), whisk together the all-purpose flour, cornmeal, kosher salt, black pepper, and cayenne pepper.
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Dredge the Shrimp: Working in batches, remove a handful of shrimp from the wet marinade, letting the excess drip off. Dredge them thoroughly in the cornmeal mixture, pressing gently to ensure an even, cohesive coating. Place the coated shrimp on a wire rack or plate.
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Fry the Shrimp: Carefully lower the coated shrimp into the hot oil in a single layer, being careful not to overcrowd the pot. Fry for 2-4 minutes, turning occasionally, until the coating is deep golden brown and crispy, and the shrimp are opaque and cooked through.
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Drain and Serve: Use a slotted spoon or spider strainer to transfer the fried shrimp to a paper towel-lined plate or a clean wire rack to drain. Repeat with the remaining batches, allowing the oil to return to 350°F between each batch.
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Serve Immediately: Serve the fried shrimp hot with lemon wedges for squeezing and your choice of cocktail sauce or rémoulade for dipping.
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