Removing the shells and leaving the tail intact, make a deep cut lengthwise down the back of each shrimp; wash out the sand vein. Place warm water in a bowl and add the salt; stir to dissolve. Place the shrimp in the salt water and swirl. Leave the shrimp in the salt water for 5 minutes, then rinse with cold water, drain, and pat dry on paper towels. Sprinkle with ¼ teaspoon garlic salt.
Cut each spring roll wrapper into thirds, making 3 long narrow strips.
Place the carrot strips in a small bowl, sprinkle with the remaining ¼ teaspoon garlic salt, and set aside.
Brush the egg at the top of the shrimp. Place 2 carrot strips in the slit of each shrimp. Brush each spring roll strip with egg and roll each shrimp up tightly in the spring roll strip, with the egg holding it together. The tail of the shrimp should be protruding from one end and the carrots from the other-to resemble a firecracker! Continue the process until all the wrappers are rolled with the shrimp and carrots.
To make a dipping sauce, in a small bowl, mix the mayonnaise and hot pepper sauce. Set aside.
In a wok, heat the vegetable oil to 350°F. Fry the shrimp rolls until golden brown, about 2 minutes, turning 2 to 3 times. Drain on paper towels. Serve with the dipping sauce.