If you do really, REALLY enjoy peeling, deveining and removing the tails of tiny shrimp - okay, you be you. Here is what you do. (If not - Skip to Step 4.) Using a sharp paring knife, make a slit down the back of each shrimp, all the way from the big end of the shrimp to the skinny tail. Remove the shell.
Use a paper towel or your fingertips to remove the dark line that runs along the length of the shrimp.
Cut off the tails.
Place prepared shrimp in a large bowl.
In another large bowl, add milk, egg, mustard and 1 teaspoon Cajun seasoning. Whisk to mix well.
Pour milk mixture over shrimp. Cover and refrigerate for at least 15 minutes and up to 1 hour.
In a shallow dish, add 1 tablespoon Cajun seasoning and fish-fry mix (or cornmeal, or self-rising flour, if using).
Lay out 2 baking sheets.
Remove a few shrimp from the shrimp bowl and dredge in the dry mixture. Toss to fully coat. Remove and shake off any excess.
Arrange shrimp in a single layer on a baking sheet.
Repeat with remaining shrimp until all are breaded.
Pour enough oil into a deep-sided pot or Dutch oven to reach a depth of 3 inches. Place over medium heat and heat to 350°F.
Place wire cooling racks over paper towels or spread some brown paper grocery bags on your counter.
When oil is hot, place breaded shrimp in small batches into the hot oil, being careful not to crowd the pot. Fry, flipping once, until golden brown, about 1 1/2 minutes on each side.
Transfer shrimp to the wire racks or the brown paper bags to drain for a few moments. Serve hot.