Dreaming about the Bang Bang Shrimp from Bonefish Grill? In this video, learn how to make Bang Bang Shrimp at home with a copycat recipe that makes it possible to enjoy the crave-worthy shrimp appetizer without even leaving the house. For that creamy sauce, simply combine mayonnaise, Thai-style sweet chili sauce, and Sriracha hot chili sauce for just the right amount of kick. (Yep, it only takes three ingredients!) As for that signature crispy shrimp… the secret is to coat in cornstarch before frying for the perfect bite.