Combine sauce ingredients; whisk well and set aside.
For the batter, combine water and egg yolks; whisk well. Sift in the plain flour and whisk till just combined. (Batter will be a bit lumpy.)
Heat the vegetable oil in a wok or deep saucepan till very hot, but not smoking. Start dipping pieces of veg into the batter, then transfer immediately to the hot oil. Fry in batches, being sure not to overcrowd the pan.
When golden brown, remove from the oil and transfer to kitchen paper to soak up any excess oil. Repeat till all of the veggies have been used. Serve hot with dipping sauce.