Honey-Walnut Shrimp (Hétáo Xiā 合桃蝦)

Line rimmed baking sheet with parchment paper. Toast nuts in 8- or 10‑inch nonstick skillet over medium heat until fragrant and spotty brown, about 3 minutes. Quickly add water, sugar, and 1/8 teaspoon salt and stir with rubber spatula to coat nuts evenly. Cook, stirring often, until sugar mixture caramelizes and nuts begin to clump together, 2 to 3 minutes. Transfer nuts to prepared sheet and spread in even layer. Let cool completely, about 30 minutes, then break nuts apart with hands; set aside. (Candied walnuts can be stored in airtight container for up to 1 week.)

Pat shrimp dry with paper towels. Whisk egg white, Shaoxing wine, pepper, and remaining ¼ teaspoon salt together in large bowl; add shrimp and toss to coat. Refrigerate for 15 minutes. Combine mayonnaise, lemon juice, condensed milk, and honey in separate large bowl; set aside.

Set wire rack in rimmed baking sheet and line with triple layer of paper towels. Add oil to 14‑inch flat-bottomed wok or large Dutch oven until it measures about 11/2 inches deep and heat over medium-high heat to 425 degrees.

Add cornstarch to medium bowl. Working with 1 shrimp at a time, dredge in cornstarch, pressing firmly to adhere, then shake off excess and transfer to large plate. Working quickly, use tongs or cooking chopsticks to pick up half of shrimp by tails and carefully transfer to hot oil, moving pieces around as needed so they fry individually. Fry shrimp until light golden brown and crisp, about 4 minutes. Adjust burner, if necessary, to maintain oil temperature between 400 and 425 degrees. Using spider skimmer or slotted spoon, transfer shrimp to prepared rack. Return oil to 425 degrees and repeat with remaining shrimp.

Add shrimp and candied walnuts to bowl with mayonnaise mixture and gently toss to coat. Serve.