Step 1In a large, nonreactive bowl, toss the shrimp with the tangerine juice, rum, bitters, a pinch of salt, a couple grinds of pepper and sugar. Cover and refrigerate for 1 hour.
Step 2In a medium bowl, toss the almonds with the mesquite flour, chile powder, one-fourth teaspoon salt and the zest. Set aside. In a separate bowl, whisk the eggs with 1 tablespoon of water.
Step 3Remove the shrimp from the refrigerator and take them out of the marinade one at a time, shaking off the excess. Holding the tail, dip the shrimp into the egg wash, then shake off the excess and place in the breading. Press the breading onto both sides of the shrimp (do not coat the tail), then place the breaded shrimp on a parchment-lined baking sheet. Repeat with the remaining shrimp.
Step 4In a large saute pan, add enough oil to fill the pan 1 inch from the bottom. Heat the oil until a thermometer inserted reads 350 degrees. Gently place several shrimp in the oil, making sure they do not touch, and fry 1 to 2 minutes, until the breading is golden brown. Flip the shrimp over and cook the other side about a minute, until the shrimp is firm and the breading is golden brown. Remove and drain on a paper-towel-lined baking sheet. Repeat with the remaining shrimp.
Step 5Divide the shrimp evenly between eight plates (use four for a main course) and serve.