You would follow the directions up until baking. When they’re all covered with the coconut mixture, you would simply fill a frying pan with enough oil to cover the bottom of the pan fully (I use grape seed oil since it has a very high smoke point). Turn the heat to medium-high and place about 5-7 shrimp in the pan at a time. Allow them to fry on each side for 2-3 minutes. Remove them onto a paper towel to release some oil, and serve.