Fried Shrimp with Peanut Sauce

In a small heavy saucepan combine the peanut butter, the soy sauce, the lemon juice, the brown sugar, the garlic, 1/3 cup of the water, and the cayenne, bring the mixture just to a boil, whisking until it is smooth, and whisk in the scallion greens. Keep the sauce warm. In a small bowl whisk together the egg and the remaining 2 tablespoons water and add the shrimp. In a large plastic bag have ready the flour. Add the shrimp, drained well, to the flour, and in a sieve shake them to knock off the excess flour. In a deep skillet heat 1 inch of the oil until a deep-fat thermometer registers 275 °F., in it fry the shrimp in 2 batches, stirring them once, for 1 minute, or until they are just cooked through, and transfer them with a slotted spoon to paper towels to drain. Serve the shrimp with the sauce.