Gather all the ingredients.
Adjust an oven rack to the middle position and preheat the oven to 375ºF (190ºC). For a convection oven, reduce cooking temperature by 25ºF (15ºC). Line a rimmed baking sheet with parchment paper or a silicone baking mat.
Combine 2 cups panko and 2 Tbsp olive oil in a frying pan and toast over medium heat until golden brown.
Transfer panko to a shallow dish and allow to cool. I make extra as you don't want to find out later that you don't have enough toasted panko. Once cooled, save half of the toasted panko in an airtight container to keep it fresh. You may need to use this extra portion when you're breading.
Lay the shrimp on the cutting board and make small incisions (⅛ inch, 3 mm) lengthwise and widthwise (grid pattern) on one side of the shrimp. Do not cut through. This helps shrimp become more pliable and cook faster. Using 3-4 shrimp, make a round shape that is about the size of your buns. If the shrimp is not pliable, make small incisions, so it’s easier to make a nice round shape.
Season with freshly ground black pepper and kosher salt.
Prepare flour and egg. Add 1 Tbsp olive oil to the egg. The olive oil will help the panko adhere to the shrimp.
Dredge each shrimp patty in the flour to coat completely and pat off the excess flour.
Then dip into the beaten egg.
Transfer to toasted panko and coat the shrimp with toasted panko without moving the shrimps. Press on the panko flakes to make sure they adhere to the shrimp. You want to maintain the patty shape as much as possible.
Scoop patty up with a spatula and flip over to your hand to remove excess panko that might be sitting on the shrimp.
Transfer to the baking sheet and bake at 375ºF (190ºC) for 15 minutes.
While baking the shrimp, shred the cabbage leaves. Cut off the tough core of the cabbage and then roll up the cabbage leaves to thinly slice.
Make the tartar sauce. Mince the onion and soak in water for 10 minutes to remove the bitterness.
Combine the minced onion and cornichons in a bowl. Add ½ cup mayonnaise.
Add the ½ – 1 Tbsp white wine until the desired consistency and season with kosher salt and freshly ground black pepper.
Take out from the oven and let cool on a wire rack so that the bottom of shrimp doesn’t get soggy.
Heat a frying pan and toast the buns. Spread mustard on the buns.
Place ebi katsu, then shredded cabbage, and finally place tartar sauce on top. Serve immediately.