In a deep-fryer heat oil to 365 degrees. In a food processor combine next 9 ingredients; puree until a slightly chunky paste is formed. Using a rolling pin, flatten bread, one slice at a time. Spread 1 to 2 tablespoons of shrimp paste evenly over bread, and roll up in a tight cylinder; brush edge with a little beaten egg to seal and let dry while you make more cylinders.
When all shrimp paste is used, cut each cylinder in thirds into small logs. Dip both ends of each log into egg, then into sesame seeds. Deep-fry logs, in batches, until golden-brown, about 2 to 3 minutes, turning several times with a metal spoon. Using a slotted spoon, remove shrimp toasts and drain on paper towels; keep warm while you fry remaining batches. Sprinkle with coarse salt and serve immediately.
Recipe courtesy of David Rosengarten