In a small bowl, whisk together the mayo, Sriracha, and garlic until smooth. Cover and refrigerate until you're ready to serve.

In a heavy-bottomed pot, heat the vegetable oil over medium heat until it reaches 375°F. Preheat the oven to the lowest setting (usually 150-170°F). Stack a wire rack on top of a sheet pan and place in the oven for later.

While the oil is heating, make the batter. In a medium bowl, combine the sifted cake flour, cold club soda, and Kosher salt. Whisk the mixture, just until the batter forms. Do not over-mix! A few lumps are ok.

When the oil is heated, you can start the frying process. Working with about six cheese curds at a time, dip the curds into the batter with chopsticks or the tines of a fork. Coat, and then let some batter drip off. From the side of the pot, drop the curds in the hot oil, frying them until they're puffy, crisp, and light golden-brown, about 30-60 seconds. Do not overcook, or the cheese will leak out.

Place the fried curds on the wire rack in the oven to keep them warm while you're frying the rest. Serve the cheese curds immediately with the Sriracha mayo.