Step 1

Clean, devein and butterfly the shrimp, leaving the very tail tip intact. Preheat cooking oil to 350 degrees F.

Step 2

Mix flour with the salt, pepper, Cajun seasoning and Old Bay.

Step 3

Beat the egg and milk together, add 1/2 cup of the seasoned flour and the melted butter; stir well to blend.

Step 4

Dip the shrimp into the flour, then batter, allowing batter to drain off well and then back into the flour.

Step 5

Slide shrimp carefully into hot oil and fry until golden brown, taking care not to overcrowd. Drain on a rack over a paper towel lined rimmed baking sheet.

Step 6

Serve with cocktail sauce, comeback sauce, white remoulade, or a spicy mustard sauce, if desired.