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1
Place enough oil so there is 2 inches worth into a large saucepan or Dutch oven and heat on the stovetop until it reaches 375 F. While waiting for the oil to warm up, prepare the shrimp.
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2
Combine the flour, cornmeal, Old Bay, salt and pepper in a small bowl.
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3
In a shallow dish combine the egg, milk and hot sauce.
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4
Dredge the shrimp in the flour mixture first.
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5
Shake to remove excess flour from the shrimp.
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Then, place shrimp into the egg mixture.
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7
Turn to coat, remove and let excess drip off, then place back into the flour mixture.
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8
Dredge in the flour thoroughly to make sure all sides are coated.
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9
Repeat process with remaining shrimp, working in batches of 4 or 5 at a time.
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10
Place shrimp in the hot oil, and cook, turning over in the oil several times, for about 2 minutes or until the shrimp are golden brown.
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11
Be careful not to overcook!
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12
Once you see the shrimp start to curl up, you know they are almost done.
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13
Give then another 30 seconds to 1 minute at that point, to let them finish their browning.
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14
Then pull them out immediately and let them drain on a paper towel lined plate.
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15
You can keep shrimp warm in the oven on a wire rack set over a baking sheet.
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16
But honestly, they are great at room temperature too.
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17
Serve with lemon wedges and a good, spicy cocktail sauce.