1. Rinse and pat the shrimp dry with paper towels. 
2. In a large bowl, toss the shrimp with the 1 tablespoon of flour to very lightly coat it. 
3. In a separate bowl, whisk the egg. Add the cold water to the egg and whisk again. While continuously whisking*, sprinkle the remaining scant ¾ cup flour into the egg-water mixture until a batter forms. 
4. Stir the salt into the batter. 
5. Add the flour-coated shrimp to the batter and toss lightly. 
6. Using a fork, lift each shrimp out of the batter, one at a time, and allow much of the excess batter to drip back into the bowl. 
7. Proceed with one of the cooking methods below. The directions include serving suggestions.
8. While the shrimp is cooking, in a medium bowl, combine the mayonnaise, Thai chili sauce, and sriracha. Stir to combine, then stir in 1 tablespoon of water to loosen the mixture into a pourable sauce. Set aside until the shrimp are done cooking.

AIR FRYER DIRECTIONS [PREFERRED METHOD]:

1. Preheat the air fryer to 360°F. You can also use the shrimp setting if your air fryer has one.
2. Once preheated, mist the air fryer basket with nonstick spray. Add the battered shrimp in an even layer to the air fryer basket.**
3. Air fry the shrimp for 4 minutes.
4. Using a pair of tongs or a fork, turn over each shrimp piece and mist the top of the shrimp lightly with nonstick cooking spray.
5. Air fry for 4 minutes more.
6. Remove the crispy shrimp from the air fryer and add to the bowl with the sauce. Toss to coat.
7. Serve the bang bang shrimp over a bed of shredded romaine lettuce and garnish with sliced green onions.

OVEN FRYING DIRECTIONS: 

1. Preheat the oven to 425°F. 
2. Line a large baking sheet with parchment paper and generously mist the paper with nonstick cooking spray. 
3. Add the battered shrimp in an even layer to the baking sheet, being careful not to overcrowd the pan. You may need to use two baking sheets or bake in batches, depending on the size of your baking sheet and oven.
4. Bake the shrimp for 5 minutes. 
5. Using a pair of tongs or a fork, turn over each shrimp piece and mist the top of the shrimp lightly with nonstick spray. 
6. Bake for 5 minutes more or until cooked through and breading is slightly crisp. 
7. Remove the crispy shrimp from the baking sheet and add to the bowl with the sauce. Toss to coat.
8. Serve the bang bang shrimp over a bed of shredded romaine lettuce and garnish with sliced green onions.