Preheat your oven to 400°F (200°C) and allow it to fully heat so the shrimp cook evenly and crisp up properly. Line a baking sheet with parchment paper or place a wire rack on top of the baking sheet to help air circulate around the shrimp for extra crispiness.

In one bowl, beat the egg until smooth. In a separate bowl, mix together the shredded coconut, panko breadcrumbs, and spices until evenly combined. Dip each shrimp first into the beaten egg, letting any excess drip off, then gently press it into the coconut mixture so it is lightly coated on all sides.

Place the coated shrimp onto the prepared baking sheet in a single layer, making sure there is space between each piece. Lightly spray the tops of the shrimp with cooking spray, which helps the coating turn golden without adding extra oil or points.

Bake the shrimp for 10–12 minutes, then carefully flip each piece over. Lightly spray again and return the shrimp to the oven. Continue baking for another 5–7 minutes, or until the coating is golden and the shrimp are cooked through and opaque.

Remove the shrimp from the oven and let them rest for a minute or two to finish crisping. Serve hot while the coating is crunchy and the shrimp are juicy for the best flavor and texture.