Step 1: Prepare the Coating
In a shallow bowl, mix together:
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Self-rising flour
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1 tablespoon kosher salt
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Old Bay seasoning
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Black pepper
Step 2: Prepare the Liquid Batter
Place the yogurt in a separate small bowl.
Heat vegetable oil in a Dutch oven or cast-iron skillet over medium-high heat until it reaches 375°F (190°C).
Step 3: Coat the Shrimp
Pat the shrimp dry.
Dip each shrimp into the flour mixture, then into the yogurt, and back into the flour mixture for a second coat.
Step 4: Shake Off Excess
Gently shake each shrimp to remove excess flour or batter before frying.
Step 5: Fry the Shrimp
Fry the shrimp in batches for 2–3 minutes, or until golden brown and crispy.
Transfer cooked shrimp to a paper towel–lined tray using a slotted spoon.
Step 6: Season and Adjust Heat
Sprinkle with extra salt to taste.
You may need to adjust the heat during frying to keep the oil between 350–375°F (175–190°C).
Step 7: Keep Warm
Place cooked shrimp in a 200°F (93°C) oven to keep warm while finishing the remaining batches.