In a large bowl, soak the shrimp in the milk for a few minutes while you prepare the flour dredge.
In a deep fryer, heat the canola oil to 375°F or use about a 1/2 inch of oil in the bottom of a cast iron skillet.
If using a skillet, it is recommended that you still use a thermometer to gauge the temperature of the oil.
If the oil is not hot enough, anything fried tends to soak up more oil.
In a shallow dish, mix the flour and all of the ingredients for the dredge together.
Drain the milk off of the shrimp and discard it.
Toss the shrimp in the flour and spice dredge.
Let the shrimp sit in the flour for several minutes, then toss them again before frying the shrimp in the hot oil.
These will fry very quickly, so don't walk away.
Once they are a light golden brown, about 3 minutes, take them out of the oil immediately and drain on a paper towel lined baking sheet.
If making several batches, hold the cookie sheet in a 150°F oven while you cook the other shrimp.
Serve the fried shrimp immediately on the baguette, that has been spread with Miracle Whip.
