The BEST Dynamite Shrimp - Crispy, fried shrimp (prawns) coated in a delicious sweet and spicy mayonnaise dressing! This starter is a popular restaurant menu item in many restaurants all over the world. It is ready to eat in 20 minutes. Inspired by the famous PF Chang appetiser, these mouth watering shrimp smothered in dynamite/bang bang sauce are a popular dinner party favourite.