Mix the finely chopped onion and parsley with the shrimp. Add the flour as well as the baking powder, then fold in the water and wine until you have a batter that is not too runny (about the size that it falls off the spoon with difficulty tearing).
Season with salt and a pinch of cayenne. Cover and let the dough rest in the refrigerator for 3 hours. Fill a frying pan about 2 inches high with oil and spoon in the batter. Toast until golden brown, turning to the other side. Drain on paper towels, bring to the table hot.