Whisk the bang bang sauce ingredients together in a small bowl. The mixture should look evenly blended, with no streaks remaining.

Blend the almond flour and oat fiber in another bowl with a whisk. A uniform mixture gives each shrimp the same light coating.

Pass each shrimp through the dry blend, shake away loose flour, and place it aside without packing on the coating. A thin dusting should cover the surface rather than form thick patches.

Cook the coated shrimp in mild keto-friendly oil in a large skillet over medium heat for a couple of minutes per side. Look for a lightly golden exterior and flesh that changes from translucent to opaque with a gentle curl.

Transfer the cooked shrimp to paper towels to drain, then drizzle with bang bang sauce and serve immediately. The coating should still feel crisp when the sauce goes on.