Start by making your glaze. Add everything to a saucepan, stir well, and bring that to a medium heat. Cook this glaze until it reduces by half and becomes what you would expect in a glaze. This should take about 35-40 minutes, stirring often. Set to low heat or remove it from the heat until you are ready to serve.
Next, take your cleaned shrimp and pat them dry.
Take your egg whites, milk, corn starch, lemon juice, paprika, and salt and pepper and give that a good mix.
Add your shrimp to a sealable plastic bag. Pour in the batter, seal the bag, and give the shrimp a good toss in the bag, ensuring that you lightly cover the shrimp with the batter.
Add the oil to a medium sized pot for frying, and bring the oil up to around 350 degrees on medium, to medium-high heat.
Once the oil has reached temperature, add in enough of the shrimp so that they are not touching one another. You basically do not want to overcrowd the shrimp.
Cook the shrimp for a few minutes, or until they are nice and golden color. Remove them with a slotted spoon and set them on a paper lined plate to drain any excess oil.
Repeat with remaining shrimp.
When you are ready to serve, Add the shrimp to a serving plate or bowl, and drizzle the glaze all over the shrimp.
These shrimp with perfect as they were crispy, tender and plumb, and that citrus glaze.... Need I say more?