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