In a medium bowl, whisk together the egg yolks, mustard powder and lemon juice. Whisking constantly, slowly dribble in the canola oil. Season with salt and white pepper to taste. Whisk in the 1 tablespoon of water to thin out the mayonnaise if necessary.
Bring a large saucepan of water to a boil. Add the shrimp and boil until pink, about 3 minutes. Drain and let cool. Serve the shrimp with the spicy mayonnaise.
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