Heat oil to 340 degrees in a large cast iron skillet. Beat together the milk and egg. Combine corn flour, salt and Creole seasoning. Dip shrimp into egg wash mixture and dredge corn-flour mix. Drop, one at a time, into the hot oil and fry until golden, about six to seven minutes. Remove and drain.
When frying, it is crucial to maintain the oil temperature. Overloading the oil will cause a severe drop in temperature causing whatever you are frying, and the product will absorb more oil, resulting in a greasy, soggy final product. Keep a thermometer in the oil at all times so that you can monitor the temperature. Also, only bread as much as you can fry at one time. Pre-breading can cause clumps, which will fall off during the frying process. A good method for frying in batches is to preheat your oven to “warm” (200 degrees). Place paper towels or a cooling rack on a baking sheet and place in the oven. Place the already fried objects in the oven, leaving the oven door cracked slightly to prevent steaming.