Rinse and pat dry the shrimp. Season all sides of shrimp with smoked paprika, garlic powder, salt, and black pepper.
Prepare your dredging stations: In the first bowl, add flour. In the second bowl, whisk the eggs. In the third bowl, combine coconut flakes and bread crumbs. Coat each shrimp first in flour, then dip in egg, and finally coat thoroughly with the coconut/bread crumb mixture.
Lightly coat your air fryer basket with oil spray. Arrange the coated shrimp in a single layer, ensuring not to overcrowd. Cook in batches if necessary. Lightly spray the tops of the coated shrimp with oil.
Air Fry at 380°F (190°C) for 10-14 minutes, or until the crust is golden brown and crispy. Flip after 8 minutes if needed for even cooking. Cooking times may vary based on shrimp size.
Prepare the Dipping Sauce: In a small bowl, whisk together the orange marmalade, rice vinegar, and soy sauce until smooth. Set aside.
Serve the crispy coconut shrimp immediately with the dipping sauce.