In a small bowl, mix wasabi powder with 2 tablespoons water until smooth. In a food processor or blender, whirl mayonnaise, lemon juice, mint leaves, and three-fourths of the wasabi mixture until smooth. Taste, and add salt and more of the wasabi mixture if desired; save remaining for other uses.
Scrape into a bowl and garnish with mint sprig. Serve with shrimp to dip into sauce.