To season the shrimp: Place the shrimp on a plate. Add the salt, white pepper, and sesame oil. Mix until evenly coated.
To steam the shrimp: In a large steamer over high heat, bring water to a boil. Place the seasoned shrimp on a heatproof plate in the steamer and cover. Steam for about 2 minutes, until fully cooked and the shrimp reaches 145°F (63°C). Remove and set aside.
To make the dipping sauce: In a small bowl, combine the soy sauce, Chinkiang vinegar, and chili oil. Stir until well mixed.
To assemble the shrimp dumplings: Stack the rice paper sheets and cut them in half. Dip one half-sheet into water for 1–2 seconds, then lay it flat on a clean work surface. Fold the two corners toward the center to form an envelope shape. Add about 1 tablespoon of cooked shrimp, fold the rice paper over the filling, and gently pleat to seal. Trim any excess rice paper if needed. Lightly brush with cooking oil and place in a lightly oiled bamboo steamer. Repeat to make 8 dumplings.
To steam the dumplings: In a large steamer over high heat, bring water to a boil. Place the dumplings in the steamer, leaving space between them. Cover and steam for about 1 minute, until the wrappers are soft and the dumplings are heated through.
To serve: Carefully remove the dumplings from the steamer and serve immediately with the dipping sauce.