Clean and dry shrimp. Set aside.
Grab 3 bowls. Place flour in one bowl. Place beaten egg in the second bowl. Combine coconut, breadcrumbs, salt, and black pepper in the third bowl.
Preheat your Air Fryer to 390 degrees Fahrenheit. This should take about 3 minutes.
Dip each shrimp in flour, then egg, then coconut mixture, ensuring shrimp is covered on all sides during each dip.
Place shrimp in single layer in Air fryer basket that has been greased.
Lightly spray the shrimp with oil and then close the Air Fryer basket. Cook for 4 minutes.
After 4 minutes, open air fryer basket and flip shrimp over. Spray shrimp again, close air fryer basket, and cook for 5 more minutes.
Remove shrimp from basket and serve with Thai Sweet Chili Sauce. Enjoy :)