Combine mayo, chili oil, dijon mustard, sugar, garlic, pickled peppers, pickled pepper juice, cilantro and lemon zest. Mix together well until thoroughly combined. Set aside in the fridge until ready to use.
Steam the bao buns (see note 1) and keep warm until ready to assemble.
In a deep pot, add neutral oil to the half way mark. Heat oil to 360F / 182C over medium heat.
In a bowl, beat the egg using a whisk. Sift the cake flour, cornstarch, and salt into the egg. Pour in the cold beer and gently mix until combined. Do not overmix or else the batter will become dense.
Place the soft shell crab into the batter until evenly coated. Carefully transfer the battered crab into the oil. Fry for 2-3 minutes or until golden brown.
Transfer to a wire rack then sprinkle with flakey salt. Repeat for the remaining crab.
To assemble the bao, take a steamed bao bun then fill it with lettuce, soft shell crab, chili oil mayo, and scallions.
Serve immediately and enjoy!
