Hi, Jesslyn - The shredded filo dough you described is called "kataifi" - it's already shredded up finely. You might have to search for it a bit, although many upscale markets carry it now (freezer section). Mediterranean grocers should also carry it. NOTE: There is also a dessert called kataifi, which uses the kataifi dough, so don't be confused if someone tries to sell you a dessert when you ask for it - explain that you just want the plain dough.

I thought immediately of a recipe I saw Michel Richard make on t.v. (I think it was a Martha Stewart show) in which he coated shrimp in kataifi and deep fried it. This isn't the recipe from the caterer you mention, but I hope it will help as a starting point. I'm sorry about the format - it's the only version I could find on the internet.

Note: this shrimp is served with a dipping sauce, which I did not copy and post.

Shrimp Porcupines

4 cups, 1 inch pieces kataifi
1/3 c flour
1 egg, at room temperature
1 TBL water
Salt and freshly ground black pepper to taste
16 lg shrimp, shelled and deveined
Peanut or canola oil (about 4 cups) for deep frying

Line a large baking sheet with parchment paper. Pull the kataifi
out of the bag and cut it into 1 inch pieces over a bowl. Separate the
threads with your fingers. Refrigerate or refreeze the remaining kataifi
for another dish. Place the kataifi on 1 large plate and the flour on
another. Whisk the egg with water in a soup plate until blended. Season the
egg with salt and pepper. One at a time, dip the shrimp into the flour
until well coated, patting off excess. Hold the shrimp with tongs and dip
it into the egg, coating completely, and then into the kataifi. Place the
shrimp dipped kataifi in the palm of your hand and compress it into a large
neat package, about 2 1/2 inches in diameter. Place on the prepared baking
sheet. Repeat with the remaining shrimp. (This can be prepared ahead and
set aside, covered, at cool room temperature for 1 hour or refrigerated
until 1 hour before frying.) To cook, line a large baking sheet with paper
towels. Heat 1 inch of oil in a wok or a large skillet to 350 degrees
Fahrenheit, or until bubbles form around a chopstick or a wooden spoon
handle immersed in the oil. Using tongs, gradually dip 1 shrimp into the
oil, waiting until the bottom layer of the kataifi sets before immersing
the shrimp completely. Add additional shrimp in the same manner in batches
without crowding. Cool the shrimp until golden brown on both sides, for
about 3 minutes total. Transfer to paper towels with tongs or a slotted
spoon. (This can be cooked several hours ahead. Reheat on towel lined tray
in a preheated 450 degrees Fahrenheit oven for 2 to 3 minutes.) To serve,
spoon the Purple Sauce in the center of 4 large plates. Arrange 4 shrimp on
top of the sauce on each plate. Serve immediately. Yield: 4 servings