Mix tempura batter mix with ice water according to package directions. Combine panko and coconut.
For each serving, to order: Dip 4 shrimp in tempura batter, then dip in panko mixture. Deep-fry in hot (375°F) oil about 4 minutes or until golden brown. Drain on paper towels. Serve immediately with 3 tablespoons plum sauce on the side.