Put the raw shrimp on a few layers of paper towels. Pat the tops of the shrimp with more paper towels so they’re completely dry.
Grind the pecans in the food processor until they are ground into a coarse flour. Don't grind them too long or you'll have pecan butter! Put them in a shallow bowl.
Put the unsweetened coconut flakes into the food processor and grind them into crumbs. Put the coconut in the same bowl as the pecans, and mix them together with some salt and pepper.
Place the almond flour in a separate bowl. The eggs go in a third bowl. Whisk the eggs with a fork.
You now have three filled bowls. Line them up in this order: almond flour, eggs, coconut/pecan mixture. Mist two air fryer racks with the cooking oil spray.
Put the shrimp in the bowl of almond flour and gently stir. Next, add the shrimp to the bowl of eggs. Any excess almond flour should be left at the bottom of the bowl.
Stir the shrimp to coat them all in the egg. Using a fork, lift individual shrimp out of the bowl with the egg and place in the bowl with the coconut.
Stir the shrimp well to coat with the pecan and coconut mixture. With clean hands, smoosh any excess coconut coating on to the shrimp pieces. The shrimp will be a bit crumbly but there should not be extra coconut mixture left.
Place the shrimp in a single layer on two air fryer trays. Lightly mist the shrimp with the cooking oil spray. Air fry at 400°F (200°C) for 6 minutes. Then flip the pieces over on the top rack only, and switch the position of the trays in the air fryer. Air fry an additional 5-6 minutes.
Check with a meat thermometer to ensure the shrimp reached a minimum safe internal temperature of 145°F (63°C). Add a couple of minutes to the cooking time if needed.
Note: If you use extra-large or jumbo shrimp, you’ll use less coconut coating and have a longer air frying time. When I tested this recipe with 21-30 count shrimp, the total cooking time was 15-18 minutes (using both air fryer trays).