Anytime you see coconut shrimp on the menu, its a must order. I mean, the slightly sweet crispy bite of fried coconut and succulent shrimp? Heaven. But what if you could make those same shrimp at home? And what if you didnt have to fry a thing? Youd be making them all the time, right? Well, go ahead and do just that because weve got an easy baked version for you that turns out crispy delicious shrimp every time. (and it happens to come with a pineapple-coconut pia colada sauce that makes for excellent dipping. ).