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Cut slightly along the prawns back with a knife. Deveined, lightly beat with a knife blade flat and mix well with marinade.
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Drain the XO Sauce, keep the oil and the solid. Set aside.
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Spread little XO Sauce on each prawn and roll up with 2 mini asparagus strips. Then coat each roll with corn starch, egg and sesame accordingly.
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Heat 4 tbsp oil. Pan-fry prawns rolls over low heat until done. Set aside.
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Use another small saucepan to heat XO Sauce oil, Add in salted egg yolks, stir-fry until it bubbles.
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Return the prawns rolls to the saucepan and mix well. Arrange on plate. Sprinkle with the remaining XO Sauce and serve.