Pat shrimp dry with a paper towel. Smash shrimp with the back of your knife and mince finely until you get a paste. (Or use a food processor to whip the shrimp).
In a bowl, add minced shrimp, salt, white pepper, sugar, garlic, scallions, sesame seeds, egg white, and corn starch and mix until well incorporated.
Trim all the crust from white bread. Add one fourth of the shrimp paste to the bread and spread evenly. Cover with another piece of white bread. Use a butter knife to smooth the edges so shrimp doesn’t fall out. Repeat with remaining bread and shrimp paste.
Brush or spray the top and bottom pieces of bread with oil. Air Fry at 375F for 6 mins on each side (12 mins total) without overcrowding (batch cook if needed). Serve with spicy mayo sauce. If deep frying, fry on each side for 2-3 mins until golden brown and shrimp is cooked through.