Preheat oven to 400 degrees.
Combine coconut, breadcrumbs, curry powder and cayenne in a pie plate; set aside. Beat egg and water in a separate bowl with wire whisk until well blended.
Dip shrimp, one at a time, into egg mixture, then in coconut mixture, turning to coat both sides of each shrimp. Place on a lightly greased baking sheet.
Bake 10-12 minutes or until shrimp are cooked.
Notes and Suggestions
To toast coconut, preheat oven (or toaster oven) to 350 degrees. Spread coconut on a cookie sheet. Bake 7 to 10 minutes, or until golden brown, stirring occasionally.