Yes! Simply follow the recipe steps and opposed to heating the oil, preheat the oven to 425 degrees F and add shrimp to a baking sheet. Drizzle olive oil on top and bake in the oven for about 5-8 minutes, until crispy and golden brown. You can also use an air fryer, just cook for 10-15 minutes at 400 degrees F, until golden and crispy.