Last Updated May 20th, 2022 at 08:28 pm by Lisa
Firecracker Shrimp is a popular appetizer recipe you can oven bake or deep fry, then dip them into a creamy spicy sriracha dipping sauce.
My oven baked version of the best firecracker shrimp is so darn easy. The egg roll wrappers get crispy, yet are soft, and cook all at once. You can also deep fry these the traditional way, then get to dipping...

Traditionally, these are deep fried in a wok or a pot of hot oil. I learned to make these from a Chinese chef, and they are great deep fried.
After I came home from that cooking class, I tested a different approach and "un-fried" this delicious situation, so now you have two options with this recipe. Oven Baked or Deep Fried, your choice.
Firecracker Shrimp Recipe
These spicy shrimp are the perfect appetizer or can be a main dish. You could add some hot coconut rice and your favorite salad for a
complete meal. It is an easy recipe to grab the ingredients at the grocery store and throw together even at the last minute.
- 24 large frozen shrimp extra jumbo - peeled, deveined, tail-on
- 1 cup teriyaki sauce
- 1 tablespoon garlic minced
- 1 package egg roll wrappers (measuring 7 x 7 inches)
- 1 whole egg
- coconut oil or cooking spray
- ½ cup teriyaki sauce (extra for dipping)
Spicy Firecracker Sauce
Try the spicy sriracha dip along with some plain teriyaki sauce in case someone isn't a fan of spicy hot.
- 3 tablespoons sriracha chili sauce (or a chili garlic sauce)
- 3 tablespoons prepared horseradish
- 3 tablespoons mayonnaise
In a small bowl, use a whisk or small spatula to mix the sriracha chili sauce, horseradish sauce, and mayonnaise. Set aside.
I tested many ways to make this sauce, and find this spicy sauce has the perfect amount of heat, the right combination of cool and creamy for the fried shrimp.
You can adjust the heat level to your taste, by reducing the horseradish and chili sauce down to 1-2 tablespoons each. You can also find the perfect balance of savory and sweet flavor with some Thai sweet chili sauce. Store any leftovers in an airtight container to spread on sandwiches, and dip hot fries or chicken strips into it during the week.
Wrap the Firecracker Shrimp
- Remove the frozen shrimp from the bag, place them in a colander, and rinse under water. Your shrimp will be ready to use in about 15 minutes from frozen. Or you can defrost your shrimp overnight in the refrigerator. Place the bag of shrimp in a bowl to catch the moisture or any drips.
- Marinade shrimp in a large ziploc bag, add the 24 thawed shrimp, 1 cup teriyaki sauce, and the minced garlic. Rest for 20 minutes in the fridge. Turn the bag a couple of times to evenly coat the shrimp with marinade.
- Line a large baking sheet with parchment paper.
- Cut a stack of 8 square spring roll/egg roll wrappers (they are 7 x 7 inches out of the package) into thirds, lay strips on top of each other spaced evenly with 1" at the top shows. This helps the wrapping process go faster.
- Brush beaten egg over the top of each strip, this acts as the glue to keep the wrapper sealed when baking or deep frying.
- Remove the shrimp from the marinade, and pat dry with paper towels.
- Lay one shrimp across the bottom of each egg roll wrapper with the tail sticking out.
- Tightly wrap the shrimp up, and press the egg wash sealed edge firmly together at the seam.
Cooked Shrimp Options
You can use this recipe to deep fry or oven bake. Both ways are delicious, and have advantages.
Option 1: Pan Deep Fry Method
Advantages: The deep fry method gives a crunchier golden crisp outside shell. With frying, you need to work in batches and clean up the mess on the stove.
- In a dutch oven, deep large skillet over medium-high heat, add about 1-2 inches of vegetable oil (canola oil). You want your oil temperature to be at 350 degrees.
- Fry a few at a time for 2-3 minutes in small batches. Remove with a slotted spoon to a rack or paper towel lined platter. You can also use a deep fryer or an air fryer.
- Serve on a warm serving platter with small shallow bowls of spicy sriracha dipping sauce and plain teriyaki sauce.
Option 2: Oven Bake Method
Advantages: The oven baked method results in a crisp potsticker texture and saves some time and calories. When you bake them on a sheet pan, they all are done at the same time which is nice for parties and entertaining. The clean up is a lot easier too.
- Preheat oven to 400 degrees.
- Once wrapped, place shrimp on the parchment lined baking sheet in a single layer. Spray all the shrimp well with cooking spray. The oil sprayed on the firecracker shrimp will help them crisp golden brown in the oven.
- Bake 12 minutes at 400 degrees, flip over, spray again with coconut oil, bake 12 more minutes until golden brown.
- Serve on a warm serving platter with small shallow bowls of spicy sriracha dipping sauce and plain teriyaki sauce.
They are square sheets of dough similar to pasta. You can find them in the fresh refrigerated section of the store, usually by the produce department, and are not frozen.
They are used for frying recipes like egg rolls, and fried spring rolls.
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Firecracker Shrimp with Sriracha Dipping Sauce
Ingredients
- 24 large frozen shrimp extra jumbo - peeled, deveined, tail-on
- 1 cup teriyaki sauce
- 1 tablespoon garlic minced
- 1 package egg roll wrappers measuring 7 x 7 inches
- 1 whole egg
- coconut oil spray
- ½ cup teriyaki sauce for dipping
Spicy Sriracha-Horseradish Dipping Sauce
- 3 tablespoons sriracha chili sauce
- 3 tablespoons prepared horseradish
- 3 tablespoons mayonnaise
Instructions
Make Spicy Sriracha Dipping Sauce
- In a small bowl, use a whisk or small spatula to mix sriracha chili sauce, horseradish sauce, and mayonnaise. Set Aside.
Wrap the Firecracker Shrimp
- Remove the frozen shrimp from the bag, place them in a colander, and rinse underwater. Your shrimp will be ready to use in about 15 minutes from frozen. Or you can defrost your shrimp overnight in the refrigerator. Place the bag of shrimp in a bowl to catch the moisture or any drips.
- Marinade shrimp in a large ziploc bag, add the 24 thawed shrimp, 1 cup teriyaki sauce and the minced garlic. Rest for 20 minutes in the fridge. Turn bag every 5 minutes or so to evenly coat shrimp with marinade.
- Line a large baking sheet with parchment paper.
- Cut a stack of 8 square spring roll/egg roll wrappers (they are 7 x 7 inches out of the package) into thirds, lay strips on top of each other spaced evenly with 1" at the top showing. This helps the wrapping process go faster.
- Brush beaten egg over the top each strip, this acts as a glue to keep the wrapper sealed when baking.
- Remove the shrimp from the marinade, and pat dry with paper towels.
- Lay one shrimp across the bottom of each egg roll wrapper with the tail sticking out.
- Tightly wrap the shrimp up, and press egg wash sealed edge firmly together at the seam.
Option 1: Pan Fry Method
- In a dutch oven, deep large skillet over medium-high heat, add about 1-2 inches of vegetable oil (canola oil). You want your oil temperature to be at 350 degrees.
- Fry a few at a time for 2-3 minutes in small batches. Remove with a slotted spoon to a rack or paper towel lined platter. You can also use a deep fryer or an air fryer.
- Serve on a warm serving platter with small shallow bowls of spicy sriracha dipping sauce and plain teriyaki sauce.
Option 2: Oven Bake Method
- Preheat oven to 400 degrees.
- Once wrapped, place shrimp on the parchment lined baking sheet in a single layer. Spray all the shrimp well with cooking spray. The oil sprayed on the firecracker shrimp will help them crisp golden brown in the oven.
- Bake 12 minutes at 400 degrees, flip over, spray again with coconut oil, bake 12 more minutes until golden brown.
- Serve on a warm serving platter with small shallow bowls of spicy sriracha dipping sauce and plain teriyaki sauce.
These are really good fried!
We usually deep fry these the traditional way, but baking them in the oven is so easy and we loved them. The sauce is incredible, goes perfectly with the firecracker shrimp.