Preheat a 5 3 quart air fryer to 375 f for 2 to 3 minutes. Add shrimp to air fryer basket without over crowding.
Meanwhile combine sauce ingredients in a small saucepan.
Air fryer coconut shrimp recipes. While the shrimp are cooking prepare the marmalade sauce. Place 1 2 the shrimp in the air fryer and cook about 3 minutes. Cut the ends off of each naval orange and discard.
Spray air fryer with non stick cooking spray. Season with 1 4 teaspoon salt. Working with one shrimp at a time dredge in the cornstarch mixture then egg whites then coconut.
Gently shake shrimp to remove excess and dip in egg mixture. Pat the shrimp dry between a couple of paper towels then season with a pinch of salt and a few grinds of pepper. Place the coated shrimp in the air fryer basket and cook each batch for 10 minutes at 400 degrees.
Place shrimp in a single layer on greased tray in air fryer basket. Dip in panko mixture pressing lightly to adhere. Preheat air fryer to 400 degrees f 200 degrees c.
Repeat with remaining shrimp. Gently shake shrimp to remove excess and place in a bowl. Turn shrimp and continue cooking until coconut is lightly browned and shrimp turn pink another 4 minutes.
Select the shrimp setting 330 degrees for 10 15 minutes. Cook and stir over medium low heat until preserves are melted. Working in 3 batches toss shrimp in flour mixture.
Turn shrimp over and continue cooking until golden about 3 minutes more. Spray the basket of a 3 5 quart air fryer with cooking spray and set aside.