Grind the Sichuan peppercorns, fennel seeds, cloves, and star anise to a fine powder in a spice mill, and add the cinnamon. Stir this mixture into the cornstarch in a shallow bowl. Dip each shrimp into the seasoned cornstarch, turning to coat, and put them on a plate in one layer. Sprinkle with salt and pepper.
Heat the vegetable oil in a large wok or cast-iron skillet over high heat. When the oil looks wavy, carefully add the shrimp and let them sizzle for about a minute or two on each side, until well crisped. Remove and drain on paper towels.
Transfer the shrimp to a serving dish. Season once more with salt and pepper and sprinkle with the chopped chile and cilantro. Serve with lime wedges, and eat with your fingers.