Adjust oven rack to upper-middle position and heat oven to 225 degrees. Set wire rack in rimmed baking sheet and line large plate with triple layer of paper towels. Toss shrimp with Shaoxing wine and 1 teaspoon salt in large bowl and let sit at room temperature for 15 minutes. Combine black peppercorns, Sichuan peppercorns, sugar, and cayenne in small bowl.

Heat oil in large Dutch oven over medium heat to 385 degrees. Meanwhile, drain shrimp and pat dry with paper towels; wipe bowl dry with paper towels. Transfer shrimp to now-empty bowl, add 3 tablespoons cornstarch and 1 tablespoon peppercorn mixture, and toss until well coated.

Carefully add one-third of shrimp to hot oil and fry, stirring occasionally to keep shrimp from sticking together, until light brown, 2 to 3 minutes. (Adjust burner, if necessary, to maintain oil temperature between 375 and 385 degrees.) Using spider skimmer or slotted spoon, transfer shrimp to prepared plate and let drain briefly. Transfer shrimp to prepared rack and keep warm in oven. Return oil to 385 degrees and repeat frying remaining shrimp in 2 more batches, retossing each batch thoroughly with coating mixture before frying. Line plate with clean paper towels as needed.

Return oil to 385 degrees. Toss jalapeño rings with remaining 2 tablespoons cornstarch in separate bowl. Shake off excess cornstarch, then carefully add jalapeño rings to oil and fry until crisp, 1 to 2 minutes. Transfer jalapeño rings to prepared plate. Reserve 2 tablespoons frying oil.

Heat reserved oil in 12-inch skillet over medium-high heat until shimmering. Add garlic, ginger, and remaining peppercorn mixture and cook, stirring occasionally, until mixture is fragrant and just beginning to brown, about 45 seconds. Add shrimp, scallions, and remaining ½ teaspoon salt and toss to coat. Line serving platter with shredded lettuce. Arrange shrimp on platter and sprinkle with jalapeño rings. Serve immediately.