This is a luxurious version of a popular Cantonese snack. I use fresh whole shrimp, and it takes some time to remove the heads and shells. Buy larger shrimp, even though they are more expensive, because peeling smaller ones will take even longer.
Instead of the usual white bread, I buy fried yau ja gwai, or Chinese dough sticks, because they're so deliciously crunchy when refried. Yau ja gwai are sold in pairs - you'll probably need one and a half pairs with this quantity of shrimp, to make about 24 shrimp toasts. You can buy the yau ja gwai from many congee shops and some Chinese bakeries.
These taste best freshly fried, but if you must cook them in advance, reheat them for about five minutes in an oven preheated to 180°C (350°F). The shrimp toast pairs well with champagne or cocktails, as a pre-dinner snack.
Remove the heads and shells from the shrimp. (The shells and heads should be used to make shrimp broth - put them in a pan, add water to barely cover, then bring to the boil. Lower the heat and simmer for 30 minutes, then strain through a colander.) Cut the shrimp flesh into small pieces, then hand chop it until it’s almost a paste.
Peel the water chestnuts and rinse them thoroughly, then finely chop them. Mince the spring onions and ginger. Add the water chestnuts, spring onions and ginger to the shrimp. Add the salt, white pepper and cornstarch and mix thoroughly. Chill for at least an hour.
Separate the pairs of yau ja gwai, pulling them apart where they meet. Use a serrated knife to slit each dough stick along its entire length, but not slicing so deep that you cut it in half. Use your fingers to gently enlarge the cut and form a cavity, leaving the yau ja gwai intact at the bottom. Fill the cavity with some of the shrimp mixture, packing it in firmly. Use a serrated knife to carefully cut each yau ja gwai into eight pieces, each about 3cm (1¼in) wide, so you have 24 pieces in total. Cut the banana chillies on the diagonal into thin pieces. Press a chilli slice and coriander (cilantro) leaf onto the shrimp paste, and fry them immediately, or, refrigerate the pieces until it's almost time to serve them.
Set a skillet over a medium flame and add oil to the depth of about 2.5cm (1in). Once the oil is hot (170°C/340°F) add the pieces of shrimp toast, chilli side-down. Fry for about two minutes, then turn the pieces over and fry for another minute. Adjust the flame to keep the oil as close as possible to 170°C. Place the fried shrimp toast pieces on their sides on paper towels, to drain out the excess oil. Serve hot, with small bowls of vinegar for dipping. These can also be made in advance and reheated in an oven preheated to 180°C (350°F)