Heat oil to 370 degrees in a deep fryer. Salt the shrimp and set it aside.
Mix dry ingredients in a bowl and mix well.
When the oil is hot (and not before), whisk the egg yolk and the sparkling water together. Mix into dry ingredients.
Rapidly dip the shrimp into the thin batter - the consistency should be like melted ice cream -- shake off the excess and drop it into the oil. Do this in batches so the oil temperature does not drop too far. Do not overcrowd the pot.
Fry 2-4 minutes, depending upon the size of the shrimp until golden brown. Remove shrimp and allow to drain on paper towels. Repeat batches.
Serve with a dipping sauce of just a squeeze of lemon or lime.