In a bowl, mix the shrimp with the salt, pepper, 2 tablespoons lime juice and zest of 1 lime. Set aside.
Prepare 3 bowls in your work area. One for the flour, one for the whisked eggs and one for the panko breadcrumbs and grated coconut mixed together.
Dip each shrimp in the flour then shake off the excess, dip in the egg next then the bowl of panko and coconut. Place the shrimp on a parchment-lined baking sheet. Repeat until all the shrimp are finished.
Drizzle the olive oil on the shrimp.
Bake for about 17 minutes or until they turn golden brown.
When they are cooked, drizzle the remaining lime juice on the shrimp and sprinkle with the remaining zest. Sprinkle more salt if needed.