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In another small bowl, mix together the sweetened condensed milk, mayonnaise and lemon and lime juices until smooth. Set aside.
Heat 75 cm (5 inches) of the oil in a wok or deep skillet to 350°F (175°C). Fry the shrimp until light brown, 3 to 4 minutes, turning as necessary. Remove from the oil and transfer to a paper towel-lined sheet pan. Increase the oil temperature to 190°C (375°F). Cook the shrimp for 1 more minute and remove from wok or skillet. Drain well on a paper towel-lined sheet pan.
Pour the mayonnaise mixture over the shrimp and stir until well covered. Place onto a platter, sprinkle the candied walnuts on top and serve immediately with hot steaming rice.
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