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Heat oil to 375°F (191°C) in a large wok over high heat, then adjust heat as necessary to maintain the temperature. Line a large plate or baking sheet with a double layer of paper towels.
Combine cornstarch, flour, and 1 teaspoon salt in a large bowl and stir with chopsticks to blend. Combine egg and vodka in a small bowl and whisk until completely homogeneous. Add club soda and stir with chopsticks until barely combined. Immediately add to bowl with flour and, holding bowl with one hand and chopsticks in the other, shake bowl back and forth while vigorously stirring with chopsticks until liquid and dry ingredients are just barely combined. There should still be many bubbles and pockets of dry flour.
Add vegetables (and/or shrimp) to batter and fold with your hand to coat. Pick up vegetables a few pieces at a time, allowing excess batter to drip off, and transfer to hot oil, getting your hand as close as possible to the surface before letting go in order to minimize splashing. Increase heat to high to maintain the temperature as close to 350°F (177°C) as possible and add remaining vegetables (and/or shrimp) a few pieces at a time. Immediately start agitating them with chopsticks or a wire mesh spider, separating vegetables, flipping them, and constantly exposing them to fresh oil. Continue frying until batter is completely crisp and pale blond, about 1 minute.
Transfer tempura to a paper towel–lined plate or baking sheet and immediately sprinkle with salt. Serve with lemon wedges.