Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper.

Pat the shrimp dry with paper towels and set aside.

Set up the breading station with three bowls: one with flour, salt, and pepper; one with beaten eggs; and one with a mixture of coconut, breadcrumbs, and paprika.

Dip each shrimp into the flour mixture, then into the egg, and finally coat with the coconut-breadcrumb mixture.

Arrange the breaded shrimp in a single layer on the baking sheet and bake for 12-15 minutes, flipping halfway.

Whisk together the mayonnaise, sweet chili sauce, lime juice, and garlic powder in a small bowl while the shrimp bake.

Serve the baked shrimp hot with the sweet chili mayo for dipping.