Pat the shrimp dry thoroughly with paper towels. In a shallow bowl, whisk together the egg and milk. In another shallow bowl, combine the flour, cornstarch, paprika, garlic powder, salt, and black pepper.

Dip each shrimp first into the egg mixture, allowing excess to drip off, then dredge in the flour mixture, ensuring it's fully coated. Place coated shrimp on a clean plate or wire rack.

Heat the vegetable oil in a large skillet or deep fryer over medium-high heat to about 350°F (175°C). Fry the shrimp in batches for 2-3 minutes per side, or until golden brown and cooked through. Use a slotted spoon to transfer cooked shrimp to a paper towel-lined plate to drain excess oil.

In a medium bowl, whisk together the mayonnaise, sweet chili sauce, Sriracha, honey, and lime juice until smooth. Set aside.

In a large pot or Dutch oven, heat the sesame oil over medium heat. Add the minced garlic and grated ginger and sauté for 1 minute until fragrant.

Stir in the red curry paste and cook for another minute, stirring constantly, until aromatic.

Pour in the chicken broth and coconut milk. Add the brown sugar and fish sauce. Bring the soup to a gentle simmer, then reduce heat to low and let it simmer for 10-12 minutes, allowing the flavors to meld. Stir occasionally.

Remove the soup from the heat and stir in the fresh lime juice. Taste and adjust seasonings as needed (add more fish sauce for savory, sugar for sweet, or Sriracha for heat).

In a clean bowl, gently toss the crispy fried shrimp with about half of the prepared Bang Bang Sauce, ensuring the shrimp are well coated.

Ladle the hot creamy soup base into individual serving bowls. Top each bowl generously with the sauced crispy Bang Bang Shrimp.

Drizzle any remaining Bang Bang Sauce over the shrimp and soup. Garnish with sliced green onions and toasted sesame seeds before serving immediately.