Rinse shrimp and pat dry. Season with salt. Combine egg, flour, and cold water in a bowl, then add shrimp and toss until fully coated.
Heat ¼ inch layer of oil in a pan over medium high heat. Working in batches, fry shrimp 2-3 minutes on the first side, and 1 minute on the second side. Transfer to paper towels to drain. Season with salt and pepper.
Add rice, avocado, pickled cucumber, and tempura shrimp to a bowl. Top with sauce. scallion greens, sesame seeds, and chili flakes to taste.