In a medium-size bowl, whisk together flour, salt, and baking powder. Add lemon zest, herbs, and pepper. Set aside.

Pour lemon juice into a clear liquid measuring cup, then add enough milk to equal 1/3 cup liquid total. Use a fork to whisk egg into milk/juice mixture.

Add wet ingredients to dry ingredients and mix just until combined. Fold in shrimp.

Into a deep, heavy skillet over medium-high heat, add 2 inches oil. When the oil reaches 350°, slip scant tablespoons of the batter-and-shrimp mixture into it and cook until golden, 2–3 minutes.

Remove to a plate lined with a paper towel, and season with salt while still hot.