Pat the chicken wings dry with paper towels and place them in a large resealable plastic bag.
Crack the egg directly into the bag over the wings.
Add the cornstarch, paprika, black pepper, and salt to the bag.
Seal the bag, trapping a little air, and shake hard for 20–30 seconds until evenly coated.
Heat about 1 inch of neutral oil in a deep skillet to 350–375°F.
Carefully lower the coated wings into the hot oil in batches, without overcrowding.
Fry for 8–12 minutes total, turning once, until deep golden and crispy.
Remove with tongs, drain on a wire rack, and serve hot with creamy dipping sauce.
Tip: Keep the oil temperature steady by frying in smaller batches if needed.