1. If using frozen shrimp, thaw by rinsing in cold water for 1 minute, then leaving to drain in a colander for 10 minutes. If using fresh shrimp, rinse and drain.
2. Prepare sauce. In a small bowl, combine marmalade, lime zest, lime juice, and soy sauce. Cover and refrigerate until ready to serve. May be prepared a day in advance.
3. Heat canola oil in a deep skillet or wok on medium-high heat for 5 minutes until oil is hot, but not smoking.
4. While oil is heating, prepare breading and egg wash. In a shallow bowl, combine coconut and bread crumbs and set aside. In another shallow bowl, whisk egg whites and coconut milk together and set aside.
5. Pat shrimp dry. Test the oil by shaking a few drops of water over the surface. If drops quickly rise to the top, the oil is ready for frying. Holding each shrimp by the tail, dip in the egg wash, then dip in the coconut mixture to coat, and drop into oil. Continue this process until frying pan is full, but not overcrowded, about 7 to 8 shrimp at a time. Cook first side of shrimp for 2 minutes. Use tongs to turn and cook on second side for another 2 minutes, until both sides are golden brown. Place on paper towel to drain. Repeat with remaining shrimp. Serve warm with chilled dipping sauce.
Source: Hannaford fresh Magazine, November - December 2009