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MAKING THE SAUCE:
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In a medium saucepan, cook the onion, jalapeno chiles, and Szechwan peppercorns in the vegetable oil for about 10 minutes over medium heatlong enough for the onion to turn pale brown.
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Stir often so the onions brown evenly.
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Add the chiles to the onion mixture, stirring over medium heat for about 2 minutes more, then add the sherry.
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Turn the heat up to high and boil the mixture for about 1 minute to cook off the alcohol in the sherry.
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Crush the star anise under a saucepan and add it to the onion mixture.
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Cook over medium heat for 1 minute.
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Put the onion-chile mixture in a blender and pour the warm (but not hot) chicken broth through the top, a little at a time, until youve added enough to get the mixture to move around in the blender.
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Puree for about a minute and add the rest of the broth.
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Season to taste with salt.
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Pour the mixture through a strainer set over a bowl or saucepan.
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You can keep this sauce for up to a week in the refrigerator, tightly covered.
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MAKING THE DUMPLING FILLING:
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In a food processor, combine the bacon, shrimp, scallions, garlic, ginger, soy sauce, and sesame oil and puree for 30 seconds.
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Scrape down the sides with a rubber spatula and puree 30 seconds more.
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Transfer to a mixing bowl.
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Soak the bread in the milk for 5 minutes and work it with your fingers until you have a wet paste; stir this into the shrimp mixture.
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Reserve, covered with plastic wrap, in the refrigerator.
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MAKING THE DUMPLINGS:
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When working with wonton wrappers, keep them tightly wrapped when not in use to prevent them from drying out.
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Place 1 1/2 teaspoons of the shrimp mixture in the center of each wrapper.
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Brush around the mound with water and bring the sides of the circle up around the mound and pinch together.
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At this point you can place the dumplings on a sheet pan and freeze them.
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FINISHING AND SERVING:
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Bring 6 quarts of water to a boil and add the dumplings.
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As soon as you add the dumplings the water will stop boiling.
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Allow it to come back to a very gentle simmer but then turn down the heat to keep the water from boilingif it boils the dumplings may burst open.
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Simmer for 5 minutes and drain in a colander or remove with a spider utensil.
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While the dumplings are simmering, bring the sauce to a simmer.
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Use a small pitcher to pour 3 to 4 tablespoons of the sauce into 8 wide soup plates and arrange 6 dumplings on top of each plate.
