The coconut shrimp air fryer recipe in this video always turns out nicely and it's delicious served with a simple, tangy honey-lime dip. The real coconut in the breading gives this classic appetizer an unforgettable tropical flavor that contrasts nicely with the spicy dip. Serve these bite sized seafood delicacies from the air fryer as finger foods or as a main course with some fresh, fruity sides.