Preheat oven to 425°. Spray a non-stick baking sheet with cooking spray.
Set up an “assembly line” of three bowls. Put the flour in the first bowl. In the second, combine coconut flakes and bread crumbs. Whisk egg and water into the third bowl.
Season shrimp with the salt and pepper. Dip the shrimp in the flour, shaking off excess, then into the egg, then in the coconut crumb mixture. Continue this process until all shrimp are coated.
Place each shrimp onto the cookie sheet then spray the top of the shrimp with more cooking spray. Bake for about 10 minutes, then turn over the shrimp and cook another 7 minutes or until cooked through. Remove from oven and serve with salsa.
For the Salsa, combine all ingredients and serve cold or at room temperature.
Courtesy of Kate Burke of VisitSouth.com.