Yes, you can. This is a healthier option, using only a fraction of oil. But if you want a crispier crunch then go for the deep fry method. To pan fry, heat about 2 Tablespoons of oil in a non-stick skillet. Once the oil is shimmering (it needs to be hot to keep the panko sticking to the shrimp). You may want to consider frying in batches - making sure to reheat the oil for each batch.