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Step 1
In a 12-inch cast-iron or heavy skillet, heat 1 inch of oil over medium-high until an instant-read thermometer registers 350 degrees.
Step 2
Meanwhile, in a small bowl, combine mayonnaise and garlic; mix well. In a separate small bowl, combine pepper and salt.
Step 3
Heat a medium nonstick skillet over medium. Using 1 teaspoon of garlic mayonnaise per bun, spread on outer sides of buns, then toast them until golden, about 1 minute per side. Transfer to plates.
Step 4
Season shrimp with about 1 teaspoon of the pepper-salt, dip in milk, then dredge in cornstarch, gently pressing so cornstarch adheres. Working in two batches, fry shrimp until crispy and cooked through, turning halfway, about 2 minutes. Transfer to a paper towel-lined plate to drain. Season with more of the pepper-salt mixture.
Step 5
Smear some garlic mayonnaise on the inner center of buns, then divide shrimp among buns. Top with chiles, cilantro and more pepper salt. Serve with lime wedges.