Peel, devein, and butterfly the shrimp. Mix all other ingredients thoroughly and taste for seasoning. Divide into 12 and stuff the back of each shrimp. Close shrimp and let chill for 30 minutes.
Preheat frying oil in a deep figur or Dutch oven to 350 degrees. Whisk together rice flour, water, salt, and pepper. Dip each shrimp into batter, letting excess drip off. Lower into frying oil and cook for about 2 minutes. Remove from oil, drain, and serve with pepper jelly sauce.
HOT PEPPER JELLY SAUCE: Place wine, vinegar, hot sauce, and shallots in a small pot and bring to a boil. Reduce heat and simmer until reduced to 1/4 cup, then whisk in jelly. Over low heat, whisk in butter 1 tablespoon at a time until sauce is creamy in consistency. Taste for seasoning, add salt and adjust to taste by adding a little vinegar, jelly or hot sauce. Keep warm.