Prepare the oil. Pour about 1 inch of oil into a deep skillet or deep fryer. Then, heat the oil to 350°F (175°C) over medium-high heat. Use a thermometer to make sure the oil reaches the right temperature.
Bread the shrimp. In a shallow dish or bowl, mix the flour, salt, black pepper, and baking powder. Then, toss the shrimp in the seasoned flour mixture until they are evenly coated. Shake off any excess flour.
Fry the shrimp. Carefully place the coated shrimp into the hot oil. Fry the shrimp in batches for about 2 minutes or until they are crispy and golden brown. Use a slotted spoon to remove the shrimp from the oil and transfer them to a plate lined with paper towels to drain.
Prepare the sauce. In a separate pan, melt the unsalted butter over medium-high heat. Once melted, add the lemon juice and sliced pickled sweet peppers. Stir occasionally and let the mixture cook for about 5 minutes until the peppers are heated and the flavors are well combined.
Combine and serve. Add the fried shrimp to the skillet with the sauce, tossing them gently to coat. Season with additional salt, pepper, or Prairie Dust seasoning to taste. Serve immediately, garnished with extra lemon slices or parsley if desired.