To deep-fry prawns: Rinse prawns with cold water. Pat dry and toss with vodka and salt in a bowl. Marinate 30 minutes. Drain and set aside.
Toss prawns first in egg, then in cornstarch. Allow to dry 5 minutes on a wire rack.
Heat about 2 inches of vegetable oil in a high-sided pan to about 325 degrees. Add prawns and cook until golden, about 2 minutes. Set aside cooked prawns on paper towels to dry.
To make sauce: Combine mayonnaise, sweetened condensed milk and milk. Set aside.
To glaze the walnuts: Place sugar and water into a pot over medium-high heat. Stir until sugar no longer feels grainy and mixture forms a syrup. Add walnuts; reduce heat to low and stir. Cook, stirring often, about 15 minutes. Cool nuts on wax paper.
To assemble dish: Toss prawns with sauce. Place on a platter and sprinkle with glazed walnuts to taste. If you have leftover walnuts, they may be frozen, or eaten as a sweet snack.
Makes: 4