Begin by finely chopping the garlic, red bell pepper, scallions and Thai Bird's Eye chili. Once chopped, add them to a large bowl and set aside.
Place two squares of paper towel on the cutting board. Lay the shrimp out on top of the paper towels in one even layer. Use another paper towel to place on top and gently press to remove any moisture. You want to get as much moisture off of the shrimp as possible.
Once dry, add the shrimp to a food processor and pulse until the shrimp are finely chopped. Scrape the food processor down in between pulsing to ensure the shrimp get evenly chopped. Transfer the shrimp mixture to the bowl with the garlic, peppers and scallions.
Add the baking soda, Panko, white pepper, soy sauce and sesame oil to the bowl and mix everything to combine. Place the shrimp mixture in the refrigerator to rest for 30 minutes.
Preheat the oven to 375 degrees F. Line a baking tray with parchment paper. Use a pastry brush to brush 1 tablespoon of canola oil onto the parchment paper. Set aside for now.
Brush 1 tablespoon of oil over a large dinner plate. Set aside for now.
Use a tablespoon to scoop the shrimp mixture from the bowl and roll it into a ball, just like you were making meatballs. Once rolled, set it aside on the lightly oiled plate to avoid the shrimp mixture from sticking. Repeat for the rest of the shrimp mixture.
Use a sharp knife to cut the roll of phyllo in half. I simply just cut the entire roll of phyllo in half rather than cutting the individual sheets. Remove the parchment paper from the phyllo pastry (if it comes in the package) and lay the stack of phyllo pastry flat on a cutting board. The phyllo should measure 6x6 inches.
Slice the phyllo into 1-cm thick ribbons using a sharp knife. Keep the slices of phyllo in stacks to make dividing the phyllo easier. Once sliced, cover the phyllo with a damp paper towel to keep the pastry from drying out. Set aside.
To wrap the shrimp balls, take a stack of phyllo pastry strips and lay the strips onto the cutting board in a criss-crossed pattern. You will need at least 12-15 phyllo strips to completely cover the shrimp ball.
Place the rolled shrimp ball in the centre of the phyllo and wrap the phyllo strips around the shrimp ball, making sure to criss-cross the strips as you fold it around the shrimp ball. Once covered, gently press the shrimp ball together in your hands. Flip the shrimp ball over so that the seam side is down and place on the oiled parchment-lined baking tray. Repeat this process for the rest of the shrimp balls, spacing them at least 1 inch apart on the baking tray.
Once all the shrimp balls are wrapped, use a pastry brush to lightly brush the sides and the tops of the shrimp balls with the remaining oil.
Bake in the oven for 15 minutes at 375 F. After 15 minutes, increase the oven to 400 degrees F and bake for 5-9 more minutes, or until the phyllo is golden brown and crispy.
Once cooked, arrange the shrimp balls on a large platter and serve with the Sweet Chili Ginger Sauce. Enjoy!