If you do not have an air fryer, you can always cook this Coconut Shrimp in the oven! Preheat the oven to 425°F and spray a baking sheet with cooking spray. Place the coated shrimp onto the tray in a single layer. Spray the top of the shrimp lightly with cooking oil spray. Bake for 10 minutes. Then carefully flip each piece and bake for 5-7 minutes, or until cooked through and the outer layer is crispy. Remove from the oven and serve with dipping sauce.