First, let's make the firecracker shrimp sauce. This is less of a sauce and more of a double duty marinade and glaze. There are many different ways you can make this, with many possible substitutions. I use the following ingredients: Chili-garlic sauce, chili oil, sriracha, vinegar, honey, cayenne, lime juice and a bit of salt and pepper.
Add the shrimp to a large bowl and add half of firecracker shrimp marinade. Toss to evenly coat the shrimp. Refrigerate for 5 to 10 minutes, though you can cook immediately if desired. You can marinate longer if you'd like to, 30 minutes to 1 hour. Cooking the Shrimp. Heat the olive oil in a large pan to medium high heat.
Heat canola oil in a large saucepan over medium-high heat. In a large bowl, season shrimp with salt and pepper to taste. Lightly toss the shrimp in the cornstarch until coated. Dip them individually into the beaten eggs right before frying. Add shrimp about 4-6 at a time depending on your saucepan and cook until golden brown, about 2-3 minutes.