Peel, de-vein and butterfly the shrimp by cutting down the back (but not all the way through) of the shrimp. Rinse and dry the shrimp.
Season the shrimp with salt, pepper and cayenne pepper or Korean chili powder
MAKE THE MILK DIP:
Add the lemon juice and hot sauce to the milk and stir. Let it sit for 5 minutes. The milk will separate and curdle but that's a good thing. Stir well again
MAKE THE SEASONED FLOUR DREDGE:
Combine the all purpose flour, kosher salt, pepper and cayenne pepper or Korean chili flake and stir together well
MAKE THE HOT CHILI OIL
In a small sauce pan warm 1/2 cup of canola or vegetable oil over medium heat for about 3 minutes. It should reach about 200 degrees. Add 1 tablespoon light brown sugar, 1 teaspoon granulated garlic and 1-3 tablespoons cayenne pepper or gochugaru (Korean Chili powder)
Dredge the shrimp in the seasoned flour, dip the shrimp in the milk mixture and dredge it again in the seasoned flour.
Heat the frying oil to 350 degrees
Fry the shrimp in batches for 3-5 minutes
Drain the shrimp on a rack
Brush the hot shrimp with the hot chili oil and serve with white bread and pickle slices.