In a large bowl whip egg whites and cornstarch until well combined. Add chicken pieces and toss to coat well.
Remove chicken pieces, allow excess batter to drip off and place the chicken on a greased, foil lined baking sheet in a single layer, separating the pieces. Spray the chicken pieces with Pam. Bake approximately 15 minutes or until golden brown, turning once, and continue another 10 minutes for even browning.
Heat the wok with 3 Tablespoons of oil over medium to high heat. Add the chopped peppers and cook for 2 minutes or until soft. Add the garlic and cook for about one minute until slightly brown.
Add the sauce ingredients and bring to a boil.Cook for 5 minutes, stirring constantly.
Mix the 4 tablespoons of cold water with the cornstarch until creamy. Add a small amount of water if necessary to finish blending. In small increments add the slurry to the hot sauce slowly. Add until the sauce is very thick and can fully coat the chicken pieces. You may wish to add more or not use all of the slurry. Remove from heat.
Add chicken to thickened sauce and let stand for 10 minutes to absorb the sauce.
Add broccoli and shrimp. Toss to coat and heat through. Approximately 2 minutes.
Serve over rice or Lo Mein noodles with Scallions sprinkled on top.