Pour egg and Sea Salt & Herb Seasoning into a gallon resealable bag. Add shrimp; toss to coat. Place 1/3 cup breading in a shallow dish. One at a time, remove shrimp from egg mixture; let excess drip off. Press in breading to coat, adding more pretzel breading to the dish as needed until shrimp are coated. Place shrimp on wax paper. Heat oil in medium skillet over medium-high heat. Fry shrimp approximately 1 minute per side until lightly browned.