In a small bowl, mix together the spices and salt and set aside
In a shallow bowl, add the flour
In a second shallow bowl, add the egg and whisk, then add the milk and mix
Place the shrimp on a large plate and pat it very dry on both sides using paper towels (if it's wet, the coating won't stick)
Mix half of the spice mixture into the flour, then add a quarter to the egg mixture
Season the shrimp on both sides with the remaining quarter of the spice mixture
Dip each shrimp into the flour mixture; set aside coated shrimp on a second plate as you continue dredging
Dip each shrimp into the egg mixture, shaking off the excess, then back into the flour mixture, ensuring they are well coated
Let the battered shrimp rest for 5 minutes before frying (it helps the coating stick)
Heat the oil over medium heat in a large sauté pan or heavy bottomed pot until it's shimmering - it should be around 325℉ but no hotter than 350℉ (see Note 6)
In 2 or 3 batches, fry the shrimp for about 1 minute and 30 seconds on each side until dark golden brown - don't overcrowd the pan or the oil will reduce in temperature too quickly and the shrimp won't crisp correctly; fry about 8-12 shrimp at a time depending on the size of shrimp used
Using a spider strainer or metal tongs, transfer fried shrimp to a paper towel lined rack - try to avoid using a plate if you have a rack so they don’t sit in the oil and stay perfectly crispy
Repeat until all shrimp are fried then serve with dipping sauce of choice (see instructions below)