Preheat the oven to 425°F/218.33°C. Place oven rack in center of oven.
Rinse the shrimp and pat dry, set aside.
In a medium-size mixing bowl, whisk together the coconut flour, garlic powder, onion powder, ground black peppe, and salt.
In a second medium-size mixing bowl, whisk together the egg and coconut milk, until well combined.
In a third mixing bowl, combine the Panko bread crumbs and sweetened coconut flakes to combine well.
Spray a baking rack with non-stick baking spray and place it on the baking sheet.
Dip each piece of shrimp, first in the flour mix, then egg wash, off excess egg wash. Then place the shrimp into the coconut mixture to coat well with the coconut/Panko mix. Then place the shrimp onto the coated cookie sheet.
Repeat the flour, egg wash, coconut mixture until all the shrimp are coated and on the baking rack.
Once all the shrimp are on the sheet pan, give the top of the shrimp a quick spray with the non-stick cooking spray. Place the cookie sheet on the center rack of oven and cook between 10 to 15 minutes, depending on the size of the shrimp and serve with dipping sauce below.