Prep the shrimp: Pat the shrimp very dry with paper towels. If they curl tightly, make a tiny shallow slit on the inside curve to help them stay straighter.
Keep chilled while you make the batter.
Preheat the air fryer: Set to 390°F (200°C) for 5 minutes. A hot basket helps the coating crisp quickly.
Make the batter: In a bowl, whisk flour, cornstarch, baking powder, salt, and white pepper. In a separate cup, beat the cold egg with the ice-cold seltzer.
Pour wet into dry and stir with chopsticks or a fork just until combined. Leave it a bit lumpy. Cold, minimally mixed batter = lighter tempura.
Dust the shrimp: Lightly toss shrimp in 1–2 tablespoons flour. Tap off any excess.
This helps the batter cling.
Batter and arrange: Working in batches, dip shrimp into the batter, letting excess drip off. Spray the preheated air fryer basket lightly with oil. Lay shrimp in a single layer with space between.
Spray and cook: Lightly mist the tops with oil.
Air fry for 5–6 minutes, then gently flip, spray again, and cook 3–4 more minutes until lightly golden and crisp. Do not overcook—shrimp should be opaque and just firm.
Season and serve: Sprinkle with a pinch of salt right out of the fryer. Serve immediately with lemon wedges and dipping sauce.
Repeat with remaining shrimp: Keep batter cold by setting the bowl over ice. If it thickens, splash in a teaspoon of cold seltzer to loosen.