Season the eggplant with 1/2 teaspoon of the salt and 1/4 teaspoon of the cayenne. Heat the oil in a skillet over medium-high heat. SautÈ the eggplant until slightly soft, 2 to 3 minutes. Add the onions and sautÈ for about 3 minutes, or until slightly wilted. Add the shrimp and sautÈ until the shrimp turn pink, 2 to 3 minutes. Remove and set aside to cool.
Make a batter of the eggs, milk, baking powder, and the remaining 1 teaspoon salt, and 1/4 teaspoon cayenne. Add the flour, 1/4 cup at a time, beating and incorporating until the batter is smooth. Add the eggplant-shrimp mixture and fold to mix. Heat the shortening to 360?F. Drop in the batter, a heaping tablespoon at a time. When the beignets pop to the surface, roll them around in the oil with a slotted spoon to brown them evenly. Remove and drain on paper towels.
Sprinkle the beignets with the rub and serve.
Yield: about 2 dozen