Step 1Heat the oil in a saucepan over medium heat.
Step 2Meanwhile, cut small slits along the inside of each shrimp so that they can be straightened. Cut the tips of the tails off and discard; squeeze any water from the shrimp using a paper towel. Dip each shrimp into sake. Sprinkle both sides with salt, then coat with the cornstarch, shaking off the excess.
Step 3Combine the egg yolks and water in a bowl. Dip each shrimp into the yolk mixture, then roll in the somen pieces, covering completely. Wrap a strip of seaweed around the middle of each shrimp. Secure the ends with a little of the yolk mixture.
Step 4When the oil has reached 350 degrees, add the shrimp and fry until brown, 1 to 2 minutes. Drain on paper towels. Serve immediately or at room temperature.