1If desired, in a large bowl, mix 6 cups water with 1/4 cup salt and 1/4 cup sugar, swishing the mixture around to dissolve the salt and sugar. Add the shrimp and soak about 4 hours in the refrigerator.
2Meanwhile, preheat the oven to 400 degrees. On a baking sheet, combine the coconut, panko, Old Bay Seasoning, salt and pepper. Place in the oven and toast the mixture, stirring twice, until the coconut is slightly brown, the color of honey, about 8-10 minutes. Watch carefully because the coconut can easily burn. Remove from oven and set aside. You can toast the coconut/panko mixture several hours in advance.
3When ready to make the shrimp, remove from the brine if necessary; discard the brine and rinse the shrimp well under cold water.
Peel the shrimp, leaving the tail end intact. Devein the shrimp by cutting a small slit down the back side and removing the dark vein. Pat the shrimp dry.
Line a baking sheet with parchment or spray with nonstick spray.
4Have ready 3 pie plates or shallow dishes. Place the egg whites in one plate and whisk them until foamy. Place the flour or cornstarch in another and season with salt and pepper or favorite seasoning. Place the toasted coconut/panko mixture in the third dish.
5Holding the shrimp by the tail, dredge it in the flour mixture and shake off the excess. Dip it in the egg white and then dredge in the coconut/panko mixture, coating and patting the crumb mixture so it sticks. Place the shrimp on the baking sheet. Repeat with remaining shrimp. Place the baking sheet in the freezer for about 20 minutes to set the coating.
6In a small bowl, combine all the dipping sauce ingredients and set aside.
At baking time, preheat the oven to 400 degrees. Remove the tray of the shrimp from the freezer. Give each shrimp a little spritz of nonstick spray. Place in the oven and bake about 12-15 minutes or until the shrimp are cooked through and the coating is a deep golden brown. Remove from the oven and serve on a bed of mixed greens with the dipping sauce.