In a medium bowl, combine the mayonnaise, Thai sweet chili sauce, Sriracha, honey and sesame oil. Mix well and set aside.
In a second bowl, add the shrimp. Pour the buttermilk over the shrimp, tossing to coat each one. Place the cornstarch on a plate, other bowl or ziploc bag.
In a large skillet (I use cast iron), or heavy-bottom pot, add canola oil. Heat over medium heat until a thermometer reads 375°F.
Working in two batches, shake excess buttermilk from shrimp and toss in the cornstarch to coat all over.
Shake excess cornstarch from shrimp and transfer shrimp into the hot oil and fry for 2-3 minutes, or until lightly golden brown and crispy on both sides. Set aside on paper towel lined plate or wire rack lined tray. Repeat with the remaining shrimp, check to keep oil temperature at 375°F.
Place all the shrimp in the bowl with the sauce. Toss the cooked shrimp with the sauce to coat and place in serving bowl or tray. Top with chopped green onion and serve immediately.