Shell shrimp, leaving tail intact. With a knife, make a small cut on the back of the shrimp and with the tip of the tip, gently pull out intestinal tract. Make two or three incisions along the inside of the shrimp to straighten it out. Repeat with remaining shrimps. Season with salt and pepper to taste and let stand for about 10 minutes.
In a food processor or blender, pulse cereal until resembling coarse crumbs.
In one shallow bowl, beat egg whites until frothy. On a plate, place cornstarch. On another plate, place cereal crumbs.
Dredge shrimp in cornstarch, dip in egg, and then dredge in cereal crumbs to fully coat, pressing down to adhere well. Arrange shrimps in a single layer on a baking sheet and freeze for about 10 to 20 minutes or until firm.
In a skillet over medium heat, heat about 3 inches deep of oil. Add shrimps (still frozen!) in batches and cook, turning as needed, for about 3 to 5 minutes, or until golden brown and crisp. Remove from heat and drain on paper towels. Serve hot with Dijon Honey Mustard Sauce