Sweet, savory, crunchy and crispy; air fried coconut shrimp has it all. dipped in sweet and sour sauce, this lightened-up version of the greasy restaurant staple is a great alternative for those who want all the flavor and experience of coconut shrimp without all the added calories. air fried coconut shrimp is perfect as a tasty appetizer, or as a main course when paired with some sides.