Step 1

Preheat the deep fryer or heat oil in a large heavy pot to 350 degrees F.

Step 2

Peel and devein shrimp, rinsing well. Pat dry with a paper towel to remove most of the water.

Step 3

Whisk together the egg, milk and hot sauce; add shrimp to mixture.

Step 4

Stir together the flour, Cajun seasoning, Old Bay, salt and peppers.

Step 5

Dunk the shrimp in the milk mixture, letting excess drip off. Dredge in the flour mixture and then to a colander set over a plate or tray. Let sit for a moment, then return the shrimp to the flour mixture a second time and toss around. Place back into the colander and shake well to remove excess flour.

Step 6

Fry in small batches (to avoid overloading the fryer and cooling down the oil too much), for about 3 to 4 minutes per batch, or until golden brown.

Step 7

Shake fryer basket and turn out onto a platter covered with paper towels. Sprinkle with just a bit of additional salt and continue frying the remaining shrimp in batches, refreshing paper towels as needed, until all are fried.