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Preheat the oven to 250 degrees F.
Arrange the basil leaves on a sheet pan. Put the pan in the oven for 2 minutes, just to wilt the basil a bit, if the basil is young and tender this step is not necessary. Wrap a basil leaf around the middle of each shrimp like a belt. When ready to serve, dip the shrimp into the batter and drop, in small batches, into the oil. Fry until crispy, turning on both sides with a slotted metal spoon. Add the lemons into the oil and fry until crispy. Drain them on the lined baking sheet and season immediately with salt. Transfer to a serving platter and serve immediately.