Toss the shrimp with the cornstarch, soy sauce, baking soda, and vegetable oil in a medium bowl. Marinate for 15 minutes.
Submerge the dry rice vermicelli in boiling water for 1 to 2 minutes until limp. Drain immediately, rinse under cold running water to remove starch, and shake dry. Set aside.
Whisk the sweet soy sauce, regular soy sauce, oyster sauce, sugar, black pepper, and water in a small bowl until the sugar dissolves. Set aside.
Heat 1 tablespoon of vegetable oil in a large wok or pan over medium-high heat. Sear the shrimp until pink and slightly curled, then remove them from the pan immediately.
Sauté the shallots and garlic in the residual oil for 10 seconds. Push them to the side, pour in the remaining oil, and add the beaten eggs. Let the eggs set for 10 seconds, scramble into bite-sized pieces, and push to the side.
Pour the noodles and sauce into the pan, letting the sauce toast against the hot surface for 5 seconds. Toss the noodles until evenly coated. Fold in the yu choy and bean sprouts, toss until combined, then return the shrimp to the pan for a final toss.