Prepare the shrimp.
If they are not already peeled, remove the shell, leaving the tail if desired. Dry them with paper towels to remove excess moisture.
In a bowl, mix the beaten egg
In another bowl, mix the cornstarch, shredded coconut, salt, and paprika.
Dip each shrimp in the egg, then roll it in the coconut mixture, gently pressing to coat well.
Place the shrimp on the prepared baking sheet, spacing them slightly apart.
Bake until the shrimp are golden and crispy, and the coconut starts to brown.
Tip: Flip the shrimp halfway through cooking for even color