Soak 12 bamboo skewers in water for 30 minutes.
While keeping the tail intact, remove the head, shell, and vein from the shrimp. Rinse and dry, then make two horizontal cuts along the belly of each shrimp to help keep them flat.
Insert each soaked skewer into the shrimp and straight through the body.
Pour the oil in a large saucepan or wok over medium heat to 360˚F (180˚C).
In a large bowl, beat together the water and egg yolk until frothy. Whisk in the flour and cornstarch until combined, but not completely smooth.
Dip a skewered shrimp into the batter to coat completely, then place in the heated oil. Repeat with other skewers, being careful not to crowd the pan- about 3-4 at a time. Fry until golden, about 3 minutes, then turn with tongs and cook for another 2 minutes. Transfer to a towel-lined plate or rack. Repeat with remaining shrimp.
In a small bowl, mix together the matcha and sea salt.
Serve the fried shrimp immediately with matcha salt, salt, and lemon wedges.