Prepare the shrimp and other items as instructed above, then place them on a large plate. Bring the dipping sauce ingredients to a boil in a pan, stirring well; remove from heat and pour into four small serving bowls. Let cool. Put the daikon radish, ginger, and lemon (if used) in separate bowls. Prepare a rack for draining the tenpura, and line your serving plates with paper napkins.
While you are heating the oil in a wok or other large large, deep-sided pot, lightly mix the egg and ice water in a bowl. Add the flour all at once, stirring only briefly with chopsticks or a fork to create a lumpy, nonsticky batter. Place the bowl of batter in a large bowl filled with ice water near the stove. When a dab of batter is dropped into the oil and rises to the surface and sizzles, the oil is ready.
Fry the fish first. Dip them briefly in the batter and then drop into the oil, use cooking chopsticks to turn them rapidly. (To preserve their delicate flavor, the perilla leaves should be dipped on their "back" side only.) Then proceed with the other items. If space permits, fry all similar items together. The tenpura is ready when it turns golden brown and floats. I like to drain tenpura using a cooling rack placed over a cookie sheet for easy clean up.
Remove any excess fried batter with a slotted spoon.
Tenpura should be served immediately and eaten piping hot. It could also be made at the dining room table by the guests, using fondue pots. Dip into the sauce, add grated radish and ginger as desired, or sprinkle with lemon and dip lightly in salt.