Preheat oven to 400°F. Rinse shrimp in cold water; drain well on paper towels until dry.
Combine cornstarch, salt and cayenne pepper in shallow dish; stir with whisk. Place egg whites in medium bowl and beat with electric mixer at medium-high speed until frothy, about 2 minutes. Place coconut in shallow dish.
Coat baking sheet with nonstick cooking spray. Working with 1 shrimp at a time, dredge in cornstarch mixture, dip in egg white, then dredge in coconut, pressing gently with fingers. Place shrimp on prepared sheet. Repeat with remaining shrimp. Lightly coat shrimp with cooking spray.
Bake 20 minutes or until shrimp are done, turning after 10 minutes. Serve shrimp with salsa. It is intended that this shrimp be eaten with a fork.
Pineapple salsa:
Combine 1 cup finely chopped fresh pineapple, 1/3 cup chopped red onion, 1/4 cup finely chopped fresh cilantro, 1/4 cup pineapple preserves (or apricot-pineapple preserves), 1 tablespoon finely chopped seeded fresh jalapeño, 1-1/2 tablespoons fresh lime juice and 1/4 teaspoon ground black pepper. Gently toss.
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