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Peel and de-vein shrimp, then make a small cut down the back of the shrimp to butterfly them. This is going to increase their surface area when frying.
In a small bowl, marinate shrimp with salt, white pepper, baking soda, cornstarch and neutral oil (I prefer avocado oil).
In a small saucepan over medium heat, melt butter then add brown sugar and stir until the sugar is dissolved. Add water and bring to a simmer, then stir in your walnuts and cook for 5-6 minutes until the mixture has thickened. Immediately transfer the candied walnuts to a plate to cool.
In a large mixing bowl, season ½ cup of cornstarch with salt and white pepper, then lightly coat your marinated shrimp.
Add the oil to a dutch oven or wok and heat over medium high until the oil reaches 325F. Line a baking sheet with a wire rack. Fry half of the shrimp for 2-3 minutes until bright pink and crispy. Drain to the wire rack and repeat with the remaining shrimp.
In a large bowl, combine mayo, honey, condensed milk, lemon juice, and salt. Immediately mix in the fried shrimp and walnuts and enjoy!