Heat enough canola oil in a small pot, so that it’s deep enough to submerge a whole shrimp. This is why the recipe calls for a range of 3 to 4 cups. When the oil reaches 325 degrees F, fry the walnuts for about 4 minutes. They are ready when they start to turn a golden brown color. Some people like their walnuts more or less toasted, so you can experiment to your own taste. The difference is really in the last 30 to 60 seconds, so make that decision quickly!
While the oil is heating, pour 2 tablespoons of water, granulated sugar and a pinch of salt into a small saucepan over low heat to make your simple syrup. Stir occasionally to reduce, 3 to 5 minutes. Once the walnuts are done, scoop them out quickly with a slotted spoon, draining as much oil off as possible. Transfer them to the saucepan with your simple syrup.
Continue stirring the walnuts in the simple syrup over medium low heat until there is no remaining liquid in the saucepan, and the syrup is completely coating the walnuts without dripping off. This step is important, because you want a thin and hard candy coating on your walnuts. If you take them out too early, they will be chewy rather than crunchy. When they are ready, transfer them to a parchment lined sheet pan, spreading them out so they are not touching each other.
Next, combine the mayonnaise, condensed milk, rice vinegar, and salt in a small bowl, and stir until smooth. Set aside. You want this sauce to be at room temperature.
Prepare the cleaned shrimp by first making the cuts on the back of the shrimp deeper, so they get a nice coating and will open up into a nice shape when fried.
Dredge the shrimp in cornstarch lightly and set aside. Keep the remaining cornstarch handy, because you will probably have to lightly dredge again just before frying.
Bring a pot of water to a boil for your broccoli, and add 1 teaspoon salt and 1 teaspoon oil to the pot. Blanch the broccoli florets for 30 seconds, and immediately scoop them out. Transfer to a bowl of cold water to stop the cooking process. After 10 to 15 seconds in the water, drain into a colander. The broccoli should still be very warm, but the shock of the cold water will keep them green. Next, arrange them around the perimeter of a serving plate. Cook the broccoli just before you fry the shrimp, as the broccoli should be warm when served.
Next, bring your frying oil (the same oil you used for the walnuts) up to 350 degrees F and dredge the shrimp for a second time in the remaining cornstarch, since the shrimp may have absorbed some of the cornstarch from the first dredging. Drop the shrimp one at a time into the oil carefully, but quickly in succession. You will have to do this in several batches, depending on the size of your pot. Keep in mind, you don’t want the shrimp to stick together, and you want to move quickly to drop in each batch of shrimp at around the same time so that they cook evenly and are done at the same time.
Fry the shrimp in batches until golden brown, about 2 to 3 minutes. Gently roll them around in the oil so they fry evenly, but take care so none of the oil splashes out of the pot.
Transfer the fried shrimp to a large stainless steel mixing bowl. When all the shrimp have been fried, pour the creamy sauce mixture on top of the shrimp, and gently toss the shrimp in the sauce until coated. This process should be quick!
Pour the shrimp onto the plate lined with broccoli, and sprinkle with the candied walnuts.