Oven "frying," which is a good way to prepare not only shrimp, but also sea scallops and chunks of white-fleshed fish, calls for coating the food with beaten egg and crumbs as you do for deep-frying, but then cooking it in a hot oven instead of immersed in oil, yielding a similar result. Panko-light, flaky Japanese bread crumbs-are a particularly crunchy coating.
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