Preheat your oven to 425 degrees F.Crush the rice cakes (or rice crackers) into crumbs using your blender and put in a shallow dish with the old bay seasoning.In another shallow dish, add the egg and egg whites.Dip each shrimp in the egg, then dip in the crumbs. Place on a cookie sheet sprayed with cooking spray. Repeat the process till all the shrimp are coated.Place in the oven and bake for 6-8 minutes until shrimp have turned pink and the coating is crispy.Meanwhile, make the dip, combine all dip ingredients and allow to cool in the fridge until using.