Bangin' Spicy Shrimp Scott's recreation of Bang Bang shrimp is spot on. The sauce is creamy with a sweet, spicy, and tangy flavor. Once cooked, the shrimp is crispy. Tossed in the sauce, the shrimp are delicious. This is a simple recipe with a kick of flavor. "I love going to Bonefish and starting off the meal with their Bang Bang shrimp. So I worked on trying to create my version of this delicious dish but with a good bit less fat as this dish is not deep fried.