In a mixing bowl, add sauce ingredients and whisk together. In a deep-sided saucepan, add oil and heat to 350 degrees.
Remove the dough from its package and place under a damp cloth. Pull a strip of pastry from the pack and wrap it around one prawn. Cover with a damp cloth and set aside while you repeat with the rest of the prawns.
When the oil has come to temperature, lower one prawn at a time into the hot oil, and cook for 2 to 3 minutes until golden brown. Drain on paper towels and repeat until all of the prawns are cooked.
Serve immediately, with bang bang sauce for dipping.