If using pork fat, bring a small saucepan of water to a boil. Add the pork fat and cook just until the edges turn translucent, 2 to 3 minutes. Remove the pan from the heat and drain the pork on paper towels. Coarsely chop the fat and set aside. If using egg white, start with step 2.
Heat the oil in a small saucepan over moderate heat. Add the onion and shallots and saute until slightly wilted, about 1 minute. Transfer onion mixture (not the juice) to a bowl and add the fish sauce, salt, sugar, garlic, white pepper, cornstarch, baking powder, and pork fat. Add the shrimp and toss well.
Transfer the shrimp mixture to a food processor and process until almost smooth but still lumpy. Transfer the paste to a bowl, scraping the work bowl clean. Stir in the scallions. (If the paste is not cold, refrigerate at this point to stiffen it.)
Quarter the sugarcane pieces lengthwise, or halve them if they're small. Wet your hands with cold water. Place 2 tablespoons of the shrimp paste in the middle of your palm. Place a piece of the sugarcane on top and mold the paste around it. (The paste should be about 1/4 inch thick and about 2 1/2 inches long). Gently press the paste against the stick so that the edges are sealed. Set the shrimp stick aside on an oiled plate. Repeat with the remaining sugarcane and paste.
Oil a steamer basket and place the sugarcane sticks in a single layer. (If necessary, steam in several batches.) Steam until the shrimp paste turns pink, 2 to 3 minutes. You can make this dish in advance up to this point. To finish, grill or broil the shrimp sticks until the paste is hot inside and slightly charred around the edges. Serve immediately with some lettuces, mustard leaves, and herbs, rice vermicelli and dipping sauce.
Cut the chiles into thin rings. Remove one-third of the chiles and set aside for garnish. Place the remaining chiles, garlic, and sugar into a mortar and pound into a coarse, wet paste. Transfer to a small bowl and add the water, lime juice, and fish sauce. Stir well to dissolve. Add the reserved chiles and carrots. Set aside for 10 minutes before serving.