- Preheat oven to 425ºF and line a large baking sheet with parchment paper. Blot excess moisture from shrimp and place in a bowl. Combine flour, salt and pepper in a shallow bowl. Whisk eggs in a second small bowl. Combine shredded coconut and panko in a third shallow bowl.
- Dip each shrimp in flour followed by egg and then coconut mixture. Place on baking sheet leaving space between each shrimp. Mist with cooking spray and bake for 10-12 minutes.
- While shrimp bakes, stir together ingredients for dipping sauce. Cool shrimp for 3 minutes on sheet pan before serving with dipping sauce.