To begin, preheat the oil in a large pot or deep fryer to 375 degrees F for frying the crayfish.
For the batter: In mixing bowl, mix the flour, baking powder, corn starch and salt together, blending well. Next, add the egg and mix to incorporate. Then stir in the soda water and mix for a final time. Keep the batter cold until ready to use and stir again before each use.
For the sauce: In a bowl, using a hand whisk, blend the corn, mayonnaise and lime juice, whisk together well to evenly mix sauce. Then add the onions, and some salt, black pepper and cayenne to taste.
For the crayfish: Evenly split the crayfish into two portions. Coat the first half with the batter, and place in the preheated oil. Cook until fluffy and golden brown, 2 to 3 minutes. Remove from the fryer and repeat the process with the remaining crayfish.
Serve with lemon wedges and prepared sauce.