If you're going all the way with the idea of the bougie po' boy, then buying pre-peeled shrimp will make this burger a whole lot easier to execute. At my home, it was 10 minutes of cooking and assembling, and another 20 minutes of peeling shrimp, an utterly unsatisfying and annoying experience. For a tutorial on quick shrimp-peeling, try this site (go to the longer video and skip ahead to the 2 min mark)
A bunch of shrimp
Mayo or whatever else you want to put on your burger to dress it
Optional: Thai chilli sauce
I can't even believe I'm posting this as a recipe, it's so damn easy. Peel your shrimp. Devein if shrimp poo bothers you, because it REALLY bothers me. My dog eats poo; we should not. Season is with salt and pepper. Dunk it in egg. Dress it in flour. Deep fry until beautiful and golden, a couple of minutes or so.
Beat egg and fry into a sheet, then remove and fold it up as the bottom layer of your toasted burger bun. You could just as easily do a sunny-side-up fried egg, or a scrambled egg, but I thought this looked prettier. Arrange shrimp over the egg, top with lettuce and thinly sliced avocado (if you fan it out it looks so po'-fessional). Squirt oodles of your favourite mayo, squish it all together and eat.
If, like us, you have lots of shrimp left over, put it all in a basket with a serving of Thai chilli sauce or spicy mayo (Sriracha + Kewpie mayo) as a side dish.