In a bowl, whisk the egg, add milk, 1/4 tsp salt and 2 pinches cayenne. Mix well.
To a plate, add flour, cornmeal, garlic powder, onion powder, 1/2 tsp coarse salt and mix well.
Add cayenne powder if you wish.
Add shrimp to bowl with egg and mix well. Set aside.
Heat up oil to fry the shrimp.
When oil is hot, drain the shrimp and place in flour mixture. Coat shrimp well and fry in hot oil for 2 to 3 minutes depending on size of shrimp. Do not overcrowd pot, fry in 2 or 3 batches depending on size of shrimp and pot. Drain and serve hot with tartar sauce and a wedge of lemon.