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First, make the dipping sauce. Mix all the ingredients except for the lime wedges, adding a splash of water to loosen if it is too thick. Season and set aside. Can be made up to a day in advance and kept in the fridge.
Cut the tempeh into 16 slices. Heat the oil in a large frying pan over a medium heat. Fry the slices of tempeh for around 3 mins each side. Add the teriyaki sauce to the pan, and turn the slices to coat them. Let it bubble away for 1-2 mins – you’re looking for the tempeh to be well covered and sticky.
Tip the sesame seeds into a cup. Take the sticky slices of tempeh and push a wooden skewer into each (don’t push them down too far). Dip one end of the tempeh into the sesame seeds, then transfer to a serving platter with the dipping sauce in a bowl and the lime wedges on the side.