Step 1 Rinse and drain the shrimp. Place them in a medium bowl with the salt, pepper, garlic powder and paprika. Toss to coat with the seasoning and then set aside, covered, in the refrigerator until ready to use.
Step 2 In a large skillet, heat the oil over medium heat. When the oil is hot, add the onion slices and fry gently until the onion is soft, about 20 minutes, then remove from the oil and discard the onions (they're for flavoring the oil). Leave the oil in the skillet over very low heat.
Step 3In a medium bowl, beat the egg and milk together.
Step 4Heat the oil so a thermometer inserted reads 350 degrees. Remove the shrimp from the refrigerator and place them, a few at a time, in the egg wash to coat. Remove the shrimp one at a time from the wash and place them in the flour, coating each well. Shake off the excess flour before carefully placing the shrimp in the hot oil. Fry the shrimp until golden on each side, about 1 1/2 to 2 minutes. Remove the fried shrimp and place them on a paper towel to drain the excess oil.
Step 5In a small bowl, combine the mayonnaise and mustard. Spread the mayonnaise mixture evenly over one side of the bread slices, then divide the lettuce evenly between two of the four slices. Divide the tomato slices evenly over the lettuce, then top with the shrimp. Place the remaining slices over the shrimp and serve.