To make the dipping sauce, in a bowl, combine the chili oil, red vinegar, sugar, and salt, then mix well and set aside.
To prepare the shrimp filling, in a bowl, combine the shrimp with salt, white pepper, and sesame oil and mix well, then add the cilantro stems and ginger and mix again.
To prepare the water mixture, in a shallow bowl, combine the water with the sugar or vinegar and mix.
To wrap, place a rice paper sheet on a clean surface, then lightly brush both sides with the water mixture until just pliable. Add a small amount of the filling near the bottom, fold up, fold in the sides, and roll tightly. Repeat with the remaining wrappers and filling.
To heat the oil, in a pan over medium heat, add the cooking oil and a pinch of salt.
To pan-fry, once the oil is hot, add the dumplings and cook for about 2 minutes per side until golden and crispy, working in batches if needed.
To serve, transfer to a plate and serve immediately with the dipping sauce.