Soak rice for 6 hours. Drain all the water and coarse grind in a blender.
Boil 1 cup of water. Now add 1/2 of the coarsely ground rice and make conjee. Cool this conjee to room temperature.
Now add conjee to rest of the coarsely ground rice along with rava, cooking soda, salt and mix well to a thick batter. Keep this overnight to ferment. (batter will raise).
Fry the shrimp (de-shelled and cleaned) in a 1 teaspoon (tsp.) of oil and keep it aside.
In a another pan fry the onion, green chili, turmeric powder, salt in 2 tablespoon (tbsp.) of oil. Fry them until oil separates. Remove from heat and cool them down.
Take a small plastic sheet. Place a small lemon size batter and flatten it. Now take 1/2 spoon of onion mixture and spread on it. now place some more batter on the top and cover the onion spread. Make a hole in middle and then place 2 shrimp. Now deep fry the vadai to golden brown. NOTE: basically your are stuffing the onion between the vadai batter and deep frying it.
Do the same with rest of the batter. NOTE: fry them in batches for good result.
When you handle the vadai batter you can coat your hands with water so the batter does not stick too much to your hands.