Preheat oven to 350 degrees F. Line a large baking sheet with parchment paper and set off to the side for later.

Pat the shrimp dry with a few paper towels or a kitchen towel. Cut the shrimp into bite-size pieces. I cut the shrimp in half.

In a small bowl, whisk together the buttermilk and the egg.

In a separate medium bowl, mix together the coconut, flour, lime zest, salt, and pepper.

First, dip the piece of shrimp in the egg/buttermilk mixture. Then let it drain slightly before adding it to the coconut. Toss the shrimp in the coconut/flour mixture until coated. Then place the shrimp on the parchment. Continue this until all the pieces of shrimp are coated.

Bake the shrimp for ten minutes then flip the shrimp over and bake for 10-15 more minutes until golden.

While the shrimp bakes, make the dipping sauce. In a small bowl, whisk together the ketchup, sriracha, Greek yogurt, lemon zest, lemon juice, horseradish, salt, and pepper.

Serve the shrimp right out of the oven with the dipping sauce on the side.