Preheat oven to 425°F.
On a small baking tray add panko and gently spray with avocado oil. Bake in oven for 3-5 minutes or until golden brown *watch closely*. This will help the panko turn a nice, golden brown color. Remove from oven and set aside to cool.
Start with 3 medium bowls. Add flour and pimentón to the first bowl (mix well), egg in the second bowl, and coconut shreds and panko crumbs in the last bowl. Whisk egg until combined well, set aside.
Season both sides of shrimp with salt and pepper.
Keep one hand clean and free of assembly ingredients.One at a time, hold shrimp by its tail, dredge in flour and shake off excess. Proceed with dipping the shrimp in the egg mixture, make sure the shrimp is coated well and gently shake off excess egg. Place shrimp into the last bowl and with your free hand, sprinkle panko and coconut mixture over shrimp until well-coated.
Place on cooking sheet. Repeat until all shrimp or coated.
Spray top of shrimp with avocado oil (or cooking spray). This will help the shrimp turn a golden brown color. 8. Place shrimp in oven and cook for 15 minutes or until shrimp are golden brown.
Remove from oven. Allow to cool for 2 minutes and juice lime over shrimp.
Serve with sweet chili sauce.