This was last minute, as I didn't plan ahead, and I like the small frozen popcorn shrimp anyway. It's really best with fresh shrimp, that's rinsed, soaked in buttermilk (you can make your own with regular milk and a little lemon juice), and then dredge in corn starch. Quick fry until it just starts to curl into a "C", not all the way round like an "O". That's usually a sign that your shrimp is overcooked.
Seafood sauce I just use ketchup, sweet relish, Worcestershire, and as much prepared horseradish as I can stand. When it makes your eyes water and sinuses run, it's perfect!!
Bang Bang sauce is a real personal taste choice - I like just Thai sweet chili sauce, mayo, and sriracha. Adjust the creaminess with the amount of mayo.