Pat the shrimp dry using clean paper towels. Butterfly the shrimp by slicing them from the top front to back. Return the shrimp to the fridge while you work on the next steps.
Place the egg whites in a bowl and whisk until frothy. Add the corn starch to another bowl. Add the oil to a small pan or heavy bottom pot.
The oil should be deep enough to submerge at least half the shrimp without using too much. This is why using a small pot/pan with high edges is essential. Place the pot over medium heat for 3-5 minutes until an inserted chopstick form bubbles around it.
Working in batches, dip the shrimp in egg whites then in the corn starch. Shake off the excess and fry for about 3 minutes per side until golden. Do not overcrowd the pot to maintain the oil’s heat.
Place the fried shrimp over a wire rack to drain excess oil. Repeat with the remaining shrimp until all are cooked. Meanwhile, prepare the bang bang sauce.
Add the mayonnaise, rice vinegar, hot sauce, coconut aminos, ketchup, and salt. Mince the garlic and add it to the bowl. Whisk to combine.
Lay the lettuce leaves over a serving dish. Transfer the fried shrimp over the lettuce and drizzle half the sauce on top of the shrimp. Pour the remaining sauce into a dipping bowl and serve immediately.