Combine the dry ingredients. Combine the egg and oil with the milk. Add the dry ingredients and mix well. Insert wooden skewers into the shrimp. Dip the shrimp into the batter. Don't let too much stick to the shrimp. I use a small knife and take off any extra, making sure the shrimp is barely covered withthe batter. Heat cooking oil to 350° and fry the shrimp dogs until golden brown. Serve with honey mustard dipping sauce with blueberry swirl.