Whisk in egg and one cup milk. You may need to add the additional 1/4 cup if it seems too thick. Combine well.
Thread the shrimp on skewers.
Heat the oil to 350-365º F.
Dip the shrimp into the batter to coat.
Fry for 3 minutes, turning to get both sides cooked and brown. Fry only a few at a time to avoid crowding the oil and reducing the heat too much at once.