Yes, you can fry the shrimp on the stovetop. Heat 2 quarts vegetable oil in a large Dutch oven to 375°F. Using a metal spider or slotted spoon, lower the shrimp into oil one at a time and fry, agitating constantly, until deep golden brown and crisp on all sides, about 3 minutes. Transfer shrimp to a plate lined with paper towels to drain. Serve immediately, with dipping sauce on the side.