Preheat oven to 425°F (220°C). Line a baking sheet with parchment paper and lightly coat with cooking spray.
In a small bowl, combine flour, salt, and pepper.
In another bowl, beat the eggs.
In a third bowl, mix shredded coconut and panko breadcrumbs.
Dredge each shrimp in the flour mixture, then dip in the beaten eggs, and finally coat with the coconut-panko mixture. Place on the prepared baking sheet.
Lightly spray the coated shrimp with cooking spray.
Bake for 12-15 minutes, or until shrimp are cooked through and coating is golden brown.