How to Make It
In a medium saucepan, heat 1 inch of vegetable oil to 350°. Cover a baking sheet with a large wire rack and set it near the stove.
In a small bowl, whisk together the mayonnaise, lemon juice, miso, Cointreau, chili paste and orange zest.
In a medium bowl, stir together the flour and salt. Add the sparkling water, ice water and egg and stir with a fork just until blended; the batter can be a little lumpy.
Working close to the hot oil, dredge 8 shrimp in cornstarch, shaking off any excess. Holding a shrimp in each hand, swirl them quickly through the batter and drop them into the oil. Repeat with the remaining dredged shrimp. Fry the shrimp until golden brown, about 1 1/2 minutes. Using a slotted spoon, transfer the shrimp to the rack to drain. Repeat with the remaining shrimp.
Arrange the shrimp on a platter, sprinkle with the chives and serve immediately with the miso mayonnaise.
Miso is available in the refrigerated section of supermarkets, as well as at health food stores and Asian markets.