Rinse the sushi rice several times until the water runs mostly clear. Add the rice, water, and a little salt to a pot or rice cooker. Cook according to the rice package instructions. Once cooked, let the rice rest briefly, then transfer it to a wide bowl and allow it to cool.
Mix the rice vinegar, sugar, and salt until the sugar and salt dissolve. Pour the mixture over the warm rice and fold gently with a spatula. Avoid stirring aggressively, because this can make the rice mushy. Let the seasoned rice cool completely before assembling.
Slice the cucumber into pieces that are not too thin so they retain a good crunch. Peel the carrot and cut it into very thin strips.
Heat a little olive oil in a large frying pan over medium heat. Add the shrimp directly to the oiled pan, then sprinkle the salt, pepper, paprika, garlic powder, and onion powder over them. Toss the shrimp in the pan until they are evenly coated with the seasonings.
Place the flour in one bowl and the panko breadcrumbs in another. Add ½ cup of water to the flour and mix until a smooth batter forms. Add the remaining ¼ cup of water gradually if needed.
Toss the cooked shrimp with one-third of the bang bang sauce. Coat them lightly so the shrimp stay flavorful without becoming too wet. Keep the remaining sauce for dipping.
Place a sheet of plastic wrap on your work surface and set one nori sheet on top. Press a thin, even layer of sushi rice over the nori, leaving enough space around the edges to help with wrapping.
Place the cucumber slices and thin carrot strips in the center of the rice. Add the bang bang shrimp and any optional fillings, such as mango, avocado, or cream cheese. Do not overfill the burger, because it needs to close securely.
Add another thin layer of sushi rice over the filling. Press gently so the rice covers the shrimp and vegetables without crushing them.
Lift the plastic wrap and use it to help fold the nori around the burger. Turn the burger over and place another nori sheet over the open side so the filling is completely enclosed.
Lightly wet the edges of the nori with water so they stick together. Wrap the sushi burger tightly in plastic wrap and refrigerate it for at least 20–30 minutes to firm up.
Dip the fully assembled sushi burger into the prepared batter, carefully turning it until the entire outside is evenly coated.
Fry the coated sushi burger in hot oil until golden and crisp, turning it occasionally so it browns evenly on all sides.
Unwrap the burger and drizzle it with sriracha mayo and teriyaki sauce. Sprinkle with white sesame seeds and black sesame seeds. Serve with the reserved bang bang sauce for dipping.
