To make the shrimp filling: In a mixing bowl, combine the shrimp, salt, white pepper, sesame oil, and scallions. Mix until well combined.
To assemble the shrimp dumplings: Beat the eggs in a shallow bowl. Dip one sheet of rice paper into the beaten eggs until softened and flexible. Place it flat on a work surface and add some shrimp filling near the center. Fold the bottom over the filling, fold both sides toward the center, and roll gently, leaving a little room inside. Lightly brush or spray both sides with cooking oil. Repeat with the remaining wrappers and filling.
To make the dipping sauce: In a small bowl, combine the soy sauce, rice vinegar, sugar, and chili oil. Stir until the sugar dissolves.
To air-fry the shrimp dumplings: Arrange the dumplings in a single layer in the air-fryer basket, leaving space between them. Air-fry at 375°F (190°C) for about 10 minutes, flipping halfway through, until golden, puffy, and crispy. Adjust the cooking time by 1–2 minutes as needed, depending on your air fryer. The shrimp filling should reach 145°F (63°C).
To serve: Transfer the dumplings to a plate and serve immediately with the dipping sauce.