Heat oven to 425°F.
Season shrimp with Kosher salt (about ½ teaspoon) and set aside.
If you have a sheet pan with a wire rack, coat the wire rack in cooking spray or neutral oil and place on the sheet pan. Otherwise place a piece of parchment paper on a sheet pan.
Prepare three bowls for dredging. In the first bowl, combine 1 cup coconut, ⅓ cup panko breadcrumbs, 2 tablespoons of Momofuku Chili Crunch, and ½ teaspoon Kosher salt. Mix well and set aside.
In the second bowl, add 1 egg and a few teaspoons of water. Whisk to combine.
In the third bowl, add ½ cup all purpose flour.
To bread the shrimp, start by dredging each shrimp in the flour, shaking off any excess. Then, thoroughly dunk in the egg, and finally in the coconut breadcrumb mixture. Be sure to thoroughly coat the shrimp at each step, so each one has a thick coconut coating. Place breaded shrimp on the sheet pan leaving at least an inch of space between shrimp.
Bake for 8–12 minutes until the shrimp are cooked through and the coconut is crisped and brown. Be careful not to burn.
While the shrimp are baking, prepare the glaze. In a small saucepan over medium–low heat, add ½ cup orange marmalade, 1 tablespoon of Momofuku Chili Crunch, and 3 tablespoons of Momofuku Soy Sauce. Stir until the marmalade is fully dissolved (about 1 minute), then remove from the heat and let cool to room temperature.
To serve, drizzle the glaze over the shrimp, or pour into a pretty bowl and use as a sauce for dunking. Serve with fresh lime wedges, basil, or scallions, if desired.
Store leftovers in refrigerator for up to 3 days in an airtight container. Reheat in oven.