
Pour 3 to 4 cups of neutral oil into a small, heavy pot so the shrimp can be fully submerged when frying. Heat the oil to 325°F (160°C), then add the walnut halves and fry for about 4 minutes, or until lightly golden. Remove with a slotted spoon and drain well.
While the oil heats, combine the water, sugar, and a pinch of salt in a small saucepan over low heat. Cook for 3 to 5 minutes, stirring occasionally, until the sugar dissolves and forms a light syrup.
Add the fried walnuts to the syrup and cook over medium-low heat, stirring constantly, until the liquid evaporates and the walnuts are evenly coated in a thin candy shell. Spread them on a parchment-lined tray in a single layer and let them cool completely.
In a small bowl, stir together the mayonnaise, sweetened condensed milk, rice vinegar, honey, and the remaining salt until smooth. Set the sauce aside at room temperature.
Pat the shrimp dry. If needed, deepen the slit along the back of each shrimp slightly so they open up nicely and hold the coating better during frying.
Lightly coat the shrimp with cornstarch and set aside. Keep the extra cornstarch nearby for a second light coating just before frying.
Bring a pot of water to a boil. Add 1 teaspoon salt and 1 teaspoon oil, then blanch the broccoli florets for 30 seconds. Transfer them immediately to cold water for 10 to 15 seconds, then drain well. Arrange the broccoli around the edge of a serving plate.
Raise the frying oil temperature to 350°F (175°C). Give the shrimp a second light dusting of cornstarch, then fry them in batches, adding them one at a time so they do not stick together.
Fry each batch for 2 to 3 minutes, turning gently, until the shrimp are crisp and golden. Transfer the cooked shrimp to a large mixing bowl.
Pour the prepared sauce over the hot shrimp and toss quickly and gently until every piece is lightly coated.
Pile the sauced shrimp onto the broccoli-lined serving plate and scatter the candied walnuts over the top. Serve immediately while the shrimp are still crisp.