Peel and devein the shrimp, reserving the shells for later use.
Mix sherry, soy sauce, cornstarch, egg white (?) and 1/4 cup water.
Marinate shrimp in above mixture for about 1/2 hour.
Meahwhile, put shrimp shells in a small saucepan, add water to just cover, simmer uncovered for about 1/2 hour allowing the water to reduce.
Heat 1 tsp of the peanut oil in a wok or large frying pan, stir-fry the vegetables until just crisp, and remove from pan.
Add remaining peanut oil, garlic and ginger to pan and cook just until fragrant.
Add shrimp mixture and stir-fry for a few seconds, then add white wine and shrimp shell broth and cook for a couple of minutes until liquid reduces.
Return the vegetables to the pan. Thicken the sauce if necessary, using a mixture of another tsp of cornstarch and 2 Tbsp of water - you may not need to add all of this cornstarch/water mixture, add some, cook gently, and adjust according to taste.
When sauce is glossy and of desired thickness, turn out onto a warm plate and garnish with scallions and sesame oil.