Place shrimp and egg white in food processor bowl; cover and process until a thick paste forms. Add mushrooms, crabmeat, onion, water chestnuts, green onion, teriyaki sauce, ginger, cilantro, oyster sauce, 2 cloves garlic, red pepper, and 1/4 teaspoon salt. Process just until well mixed.
Place a heaping teaspoon of filling in center of a shu mai wrapper. Stir together the 2 teaspoons cornstarch and water. Moisten edges of wrapper with cornstarch mixture. Bring two opposite corners up; pinch to close. Bring the other two corners to the center and pinch to close (should look like an X from the top). Gently twist the top and push downward to resemble a swirl. Lightly dust with additional cornstarch. Repeat with remaining shrimp mixture and remaining wrappers. Reserve 2 teaspoons of the cornstarch mixture for sauce.
Bring 6 cups water to boiling in an 8-quart pan.
Meanwhile, for Thai Sweet Red Chili Sauce combine sugar, rice wine vinegar, the 1/4 cup water, 1 clove garlic, shallots, chili paste, 1/2 teaspoon salt, and reserved cornstarch mixture in a saucepan. Bring to boiling, stirring constantly. Keep warm or reheat before serving.
Add shu mai to boiling water, a few at a time; cook about 2 minutes, occasionally stirring gently so shu mai do not stick to bottom of pan. Remove with slotted spoon; drain. Sprinkle with sesame seed. Serve immediately with Thai Sweet Red Chili Sauce.