In a bowl, combine all the tartar sauce ingredients. Mix together well and store in the refrigerator until ready to serve.
Steam the bao buns (see note 1) and keep warm until ready to assemble
Butterfly the shrimp by slicing it down the middle on the underside without cutting all the way through. Lay them out on a papertowel and pat down dry. Next, season with salt and pepper.
For the dry dredge, combine flour, salt, black pepper, and chili powder in a bowl or shallow plate.
In another bowl, crack the eggs and whisk together with water.
For the panko breading, combine panko, salt, black pepper and chili powder. Mix thoroughly until well combined.
In a deep pot, pour neutral oil about half way up. Heat to 375F/190C.
Coat the shrimp in the dry dredge then into the egg wash.
Place the shrimp into the dry dredge, making sure to coat well on both sides. Dip the shrimp into the egg wash. Next, transfer to the panko breading. Press the breadcrumbs into the shrimp to help it adhere better.
Fry for 1 minute or until golden brown. Transfer to a wire rack to cool. Sprinkle a pinch of flakey salt on top while still hot.
To assemble, open up the bao bun and layer it with lettuce, fried shrimp, a big spoonful of tartar sauce, and cilantro for garnish.
Serve and enjoy!
