How to Make It
Preheat oven to 400°F.
Chop coconut in a food processor. Add panko; pulse to combine.
Heat a large skillet over medium-high. Add panko mixture; cook 3 minutes or until toasted, stirring. Why? Toasting enhances color, deepens flavor, and amps up the crunch factor.
Place cornstarch in a shallow dish. Place egg whites in a shallow dish. Place panko mixture in a shallow dish; stir in rind and pepper. What? Three layers are needed: a dry, floury coating like cornstarch or flour; a wet layer like egg or buttermilk; and a crumb coating.
Sprinkle shrimp evenly with salt. Dredge each shrimp in cornstarch; dip in egg whites, shaking off excess; and coat with panko mixture. Why? The wet layer (egg whites) clings to the floury layer (cornstarch), forming a pastelike consistency that allows the coarse-textured breading (panko) to adhere to the shrimp.
Place shrimp on a baking sheet coated with cooking spray; coat shrimp with cooking spray. Bake at 400°F for 8 minutes or until shrimp are done and coating is crisp.
Why? The cornstarch-egg mixture cooks and dries to form a strong bond between the crumbs and shrimp so breading won't fall off.