In a large bowl, combine coconut, bread crumbs, pepper, and salt. Toss well until fully combined then place mixture onto a shallow dish or plate.
In a medium bowl, whisk eggs with a little water (about a tablespoon or so, enough to loosen the egg).
Dredge each shrimp in flour, coating it well and gently shaking off excess.
Dip floured shrimp in egg mixture, lifting and allowing excess to drip off.
Press egg dipped shrimp into the coconut/bread crumb mixture, gently pressing to adhere.
Place shrimp on wire rack and repeat the process until all shrimp are breaded.
Preheat air fryer to 360 F. Lightly spray the air fryer basket with cooking spray.
Add shrimp without crowding the air fryer, you will need to work in batches. Spray each shrimp with cooking spray.
Cook for 5 minutes. Turn shrimp over, spray with cooking spray, and cook an additional 6 minutes.
Notes
It is not necessary to spray the shrimp with cooking spray, but it does help the breading to brown a bit more.
We use grilling shrimp because of its nice size. We find it in the meat department butcher case. You can also use extra large bagged shrimp that is already peeled and deveined.
Keeping the tails on the shrimp is great for presentation and also provides a handle for picking up the shrimp. This is also optional.