Combine first four ingredients in a small bowl, and then set aside. Heat the oil in your deep fat fryer to 375 degrees F. Place the ice cold water and egg yolk in a bowl and whisk to combine. Whisk in the flour until a slightly lumpy batter forms. Dip the fish into the batter, draining away excess, then deep fry until crisp, very light golden in colour, and cooked through, about 4 to 5 minutes. Serve fish with teriyaki mixture alongside for dipping. Any leftover batter can be used to make tempura vegetables, such as thin rounds of zucchini , carrot or onion; small, whole mushroom; or cauliflower or broccoli florets.