To marinate the shrimp: In a bowl, combine the shrimp, salt, white pepper, and sesame oil. Mix well until evenly coated.
To assemble the Cheung Fun: Dip 2 sheets of rice paper into the water, then lay them overlapping on a clean work surface. Place 3 shrimp in the center and roll tightly. Brush a thin layer of cooking oil over the surface. Repeat with the remaining ingredients.
To make the sauce: In a bowl, combine the hot water, soy sauce, dark soy sauce, oyster sauce, and sesame oil. Mix well.
To steam the Cheung Fun: Bring the water in a large steamer to a boil over high heat. Place the Cheung Fun rolls inside, cover, and steam for about 3 minutes, or until the shrimp are pink, opaque, and fully cooked.
To sauce and serve: Carefully remove the Cheung Fun from the steamer. Spoon the sauce over the top and serve immediately.