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Using a sharp paring knife, butterfly and devein the shrimp. (That means, quite simply, make a deep slit down the back of each shrimp, all the way from the big end of the shrimp to the skinny tail, cutting almost but not all the way through the inside curve of the shrimp. Use a paper towel or your fingertips to remove the dark line that runs along the length of the shrimp.) Toss the butterflied, deveined shrimp in a large bowl.
In another large bowl, whisk together the milk, egg white, mustard, hot sauce, and 1 teaspoon Cajun seasoning. (Add water if too thick) Pour the mixture over the shrimp, cover, and refrigerate for at least 15 minutes and up to 1 hour.
In a shallow dish, combine 1 tablespoon Cajun seasoning and the fish-fry mix or cornmeal flour, Dredge the shrimp in the mixture and shake off any excess. Arrange the shrimp in a single layer on 2 baking sheets.
Pour enough oil into a Dutch oven or other deep-sided pot to reach a depth of 3 inches. Heat the oil to 325°F (163°C). Place wire cooling racks over paper towels or spread some brown paper grocery bags on your counter.
Fry the shrimp in small batches, being careful not to crowd the pot, flipping once, until golden brown, about 1 ½ minutes on each side.
Transfer the shrimp to the wire racks or the brown paper bags to drain for a few moments. Serve hot.