Heat oil in a deep fryer or deep skillet to 350°F.
While oil is heating, whisk together cornmeal, flour, baking powder, salt, cayenne, and paprika.
Add onion, jalapeño, shrimp, milk, egg, and cheese all at once and stir well to combine ingredients, making sure all the dry bits are fully incorporated.
Once the oil is at temperature, use a cookie scoop or two spoons to drop balls of batter into the oil, taking care to not crowd the fryer. Fry each batch for about 3 minutes, then remove to a lined plate or cookie rack set on a baking sheet to drain.
Repeat until all batter is used. Serve immediately.
Notes
Nutrition facts are an estimate and do not include any oil that remains on the hush puppies after frying.