Line a muffin tin with liners. For tall cheesecakes, you will need 12 muffin cups. Otherwise, line 18 muffin cups. Preheat the oven to 350°F.
Combine graham cracker crumbs, 2 1/2 tablespoons sugar, and melted butter. Press into the bottom of each muffin liner.
Mix cream cheese and sugar in a large bowl until smooth. You may use an electric mixer for this step.
Mix by hand: add in milk, then eggs one at a time with cream cheese and sugar. Stir just until incorporated. Mix in sour cream, vanilla, and flour. Stir until smooth. Do not over stir/mix!
Pour cream cheese mixture into muffin liners filling about 3/4 full. (You can make each cake taller by filling 12 cups all the way full.)
Bake in preheated oven for 20 minutes. Turn off the oven and leave the cheesecakes in the oven. Do not open the oven door at all. Let the cakes cool for 2 or 3 hours. Then chill in refrigerator if needed.
Sift flour. Add in egg. Stirring with a chopstick helps not add in too much air.
Mix in cold water. Ice cold water will create a crunchier tempura crust.
Heat oil in a pot to 375°F.
Dip mini cheesecakes into tempura batter. Let excess run off.
Place into hot oil for about 30 seconds. Do not deep fry too long. Ideal tempura deep frying allows the outside to be crispy and fried but not the inside.
Let cool on a wire rack for a few minutes before serving to allow the oil to drip off.