Add the egg white to the shrimp and stir to combine well.
Rinse the walnut halves with water, drain, and set aside.
In a bowl, stir together the mayonnaise, honey, condensed milk, and lemon juice. Mix well and set aside.
Prepare the caramel glaze by heating ½ cup of water until it boils.
Add the sugar and keep stirring until it turns a golden color.
Add the walnut halves into the caramel.
Lower the heat for another 1-2 minutes, then remove the walnuts and place them on a piece of parchment paper to dry. Make sure the walnuts are not sticking together.
Add the shrimp and toss well with the mayonnaise sauce.
Transfer the honey walnut shrimp to a serving platter and top the shrimp with the candied walnuts.
Serve immediately.
