Place the walnuts, water, and sugar in a saucepan over medium to medium-high heat and cook until the sugar begins to brown.

Line a rimmed baking sheet with parchment paper or aluminum foil. Pour the walnuts onto the paper or foil and spread them out with a fork so they don’t touch one another. Let dry for 20 to 25 minutes.

Pour the vegetable oil into heavy-bottomed pot until it reaches a depth of 2 to 3 inches. Heat the oil to 350°F.

Prepare the tempura mix according to the package directions. Dip the shrimp into the batter so that they are completely coated.

Carefully drop the shrimp into the hot oil a few at a time and gently toss to make sure they cook evenly on all sides and don’t stick together. Scoop out any batter that floats away from the shrimp to keep the oil from breaking down. Remove the shrimp after about 2 minutes and transfer to a wire rack to drain.

In a small bowl, combine the honey, sweetened condensed milk, lemon juice, and mayonnaise to make a sauce. Mix well.

Place the shrimp in a bowl and drizzle with the sauce. Gently stir to coat the shrimp, being careful not to break off the tempura crust. Sprinkle the candied walnuts over the shrimp and serve immediately.