According to the Internet, they are NOT giving the recipe up, but you could try this recipe.

CRUNCHY FRIED SHRIMP WITH CAYENNE AIOLI

This starter gets a double dose of cayenne — in the cornmeal coating for the shrimp and in the garlicky mayonnaise dip.

1 1/3 cups regular or low-fat mayonnaise
1 1/2 teaspoons fresh lemon juice
2 garlic cloves, pressed
1 teaspoon cayenne pepper
1/2 teaspoon Dijon mustard
Peanut oil (for frying)
1/2 cup yellow cornmeal
1/2 teaspoon salt
1 1/2 pounds uncooked jumbo shrimp, peeled, deveined

Whisk mayonnaise, lemon juice, garlic, 1/2 teaspoon cayenne and mustard in small bowl to blend. (Can be made 1 day ahead. Cover tightly with plastic wrap; refrigerate.)

Pour enough oil into heavy large pot to reach depth of 2 inches; heat to 375F.

Mix cornmeal, salt and 1/2 teaspoon cayenne in medium bowl. Add shrimp to bowl; toss to coat.

Working in batches, add shrimp to hot oil and deep-fry until shrimp are golden and opaque in center, about 1 1/2 minutes. Using slotted spoon, transfer shrimp to paper towels to drain.

Place aioli in center of platter; surround with shrimp and serve.

Makes 6 Appetizer Servings
Source: Bon Appetit, February 1997