Special equipment: a candy/deep-frying thermometer
Heat the oil in a high-sided medium skillet over medium heat to 340 degrees F. Put the cornstarch in a medium bowl, and line a plate with paper towels.
Slice the shallots into rounds about 1/8 inch thick, separate into rings and coat them in the cornstarch; shake off the excess. Add 1/3 cup of rings at a time to the hot oil, and gently stir the pieces around until they turn golden brown, about 1 minute. Remove with a slotted spoon, and transfer to the paper towel-lined plate. Season with a pinch of salt and pepper while still hot. Repeat with the remaining shallot rings. They will continue to crisp as they cool. Use right away, or store in an airtight container for up to 2 days.
Whisk together the sour cream and Worcestershire sauce in another medium bowl. Heat the mashed potatoes according to package directions, and transfer to a serving bowl. Drizzle the sour cream mixture over the mashed potatoes, and scatter the shallot rings on top.
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