Get started by making the Creamy Spicy Sauce. Whisk the egg briefly in a large bowl. Add the vinegar and pinch of kosher salt and whisk again until lightened. Add the white pepper and whisk again. Add a few drops of oil and whisk again. Now, stream in the oil a bit at a time while whisking. Whisk again (yes, really) until the sauce doubles in volume and is light and creamy. Add the sriracha and chill until the shrimp is ready.
Mix together the dredge for the shrimp. Combine the flour, potato starch, and Salt Pepper + Three Chiles in a medium bowl. In a small bowl, whisk together the eggs and Japanese BBQ sauce. Toss the shrimp with the egg mixture and a few tablespoons of the dredge. Set this aside while you heat the oil for frying.
Heat a quart of oil in a large Dutch oven over medium high heat. Heat the oil to 375 degrees F. Toss the shrimp with the remaining dredge flour and drop one-by-one into the oil. Adjust the heat to maintain 350 degrees F. Fry for 3 to 4 minutes until crispy. Remove the shrimp from the oil and season immediately with more salt. Cool the shrimp for 2 to 3 minutes then toss with the Creamy Spicy Sauce. Garnish with more Japanese BBQ sauce and sesame seeds for serving.