Ingredients
Vegetable oil, for frying
1/2 cup unbleached all-purpose flour
1/4 cup fine cornmeal
1/4 cup cornstarch
2 teaspoons smoked paprika
2 teaspoons onion powder
1 teaspoon garlic powder
1/4 teaspoon cayenne pepper
1 teaspoon dried oregano
1 teaspoon chopped fresh thyme leaves (or 1/2 teaspoon dried thyme)
Kosher salt and freshly ground pepper
1 pound peeled, deveined small shrimp (50 to 60), patted dry
1 large egg
1/4 cup whole milk
Lemon wedges and parsley, for serving
Tartar Sauce and Spicy Cocktail Sauce, for serving
Preparation
In a small, heavy pot or large saucepan, heat 2 inches oil over medium until a deep-fat thermometer registers 365°F; adjust heat as necessary to maintain temperature.
Meanwhile, whisk together flour, cornmeal, cornstarch, paprika, onion powder, garlic powder, cayenne, oregano, and thyme; season with 1 1/2 teaspoons salt and 1/4 teaspoon pepper. In another bowl or a resealable plastic bag, toss shrimp with half of flour mixture to evenly coat. Whisk egg and milk into remaining flour mixture until smooth.
Working in four batches, dip coated shrimp in batter, allowing excess to drip back into bowl. Fry, stirring a few times, until batter is crisp and golden brown and shrimp are just cooked through, 3 to 4 minutes a batch, then transfer to a rimmed baking sheet lined with a wire rack in a preheated 200° oven (to keep crisp and warm). Return oil to 365° between batches. Serve shrimp warm, with lemon wedges, parsley, and sauces.
While frying the remaining batches, keep the cooked shrimp crisp and warm on the wire rack in a preheated 200˚F oven.
