Step 1

Whisk soy sauce, sherry, rice wine vinegar, oyster sauce, scallions, sugar, lemon juice, and ginger stir-in paste together in a small bowl. Set dipping sauce aside.

Step 2

Whisk egg, cornstarch, flour, and club soda together in a large bowl. Add shrimp and gently stir until shrimp are coated.

Step 3

Preheat an air fryer to 400 degrees F (200 degrees C) according to manufacturer's instructions. Cut a piece of parchment to fit the basket of the air fryer and set aside.

Step 4

Lift shrimp by the tail from the batter using tongs and let excess batter run off. Place as many shrimp as you can on the reserved parchment paper without overcrowding and place into the basket of the air fryer. You will need to cook the shrimp in batches.

Step 5

Cook in the preheated air fryer until desired crispness, about 8 minutes. Repeat with remaining shrimp. Serve with reserved dipping sauce.