Baked Coconut Shrimp with Orange Sauce

Do yourself a huge favor and use jumbo shrimp when you make this.  This recipe got tedious and I almost gave up half way through dredging the shrimp because it was a weeknight and I was hungry.  The orange sauce needs a lot of help.  I found it to be very sour when it should be tangy, in my opinion.  Overall, with a little tweaking, this is has the potential to be really good.

Baked Coconut Shrimp with Orange Sauce
from Herb on Herbs

1 lb large shrimp, peeled and deveined
1/3 cup cornstarch
1 tsp salt
3/4 tsp cayenne pepper
2 cups flaked sweetened coconut
3 egg whites, beaten until foamy

Orange Sauce:
1/2 cup sweet orange marmalade
2 tsp dijon mustard
1 tsp raw horseradish

Preheat oven to 400F.  Line baking sheet with parchment paper.  Rinse and dry shrimp.  In a shallow bowl, mix together cornstarch, salt and cayenne.  Put coconut flakes in a separate shallow bowl and egg whites in a 3rd bowl.  Dredge each shrimp in cornstarch mixture, then egg whites, then roll it in the coconut.  Place it back on the parchment.  Bake for about 10 minutes, flip and then back another 8-10 minutes.  While shrimp is baking, mix together sauce ingredients and serve alongside.