Buffalo Sauce: Combine ingredients in a small saucepan over medium heat until butter is mixed through. Cover, and keep warm over low heat. Shrimp: Combine egg and milk in a small bowl. Place flour in a large zip-type bag. Coat six of the shrimp with egg mixture, then toss them in the bag of flour and shake well to coat. Leave these shrimp in the bag, and repeat the process with the remaining six shrimp. Make sure they are all well coated with flour. Refrigerate about 5 minutes while the deep fryer heats up to 375 degrees. Deep fry for 8 to 10 minutes, until shrimp tails are dark brown. Remove, drain, and toss gently with Buffalo Sauce. This recipe yields ?? servings.