To make the sauce, in a large bowl whisk together the mayonnaise, honey, hot sauce, Cajun seasoning. If your Cajun seasoning has no salt, add salt to taste; set aside.
In a large cast-iron skillet or other heavy skillet over medium, heat 3/4 inch of oil to 350 degrees.
Meanwhile, in a shallow bowl, whisk the eggs. In a second shallow bowl, whisk together the flour, cornstarch, 2 teaspoons of salt and the black pepper.
Working in batches, dip the shrimp first into the beaten eggs, then in the flour mixture to coat well.
Fry the shrimp in the oil until golden, about 1 minute per side, adjusting the heat as necessary to maintain the oil temperature. Use a slotted spoon to transfer the fried shrimp to a plate lined with paper towels. Serve with the sauce for dipping.