In a small bowl, combine lime juice, jalapeno pepper, and pineapple preserves; mix well.
Cover and refrigerate until ready to serve.
Pre-heat oven to 400°F and line a cookie sheet with parchment paper.
In a small bowl, beat egg whites, with a hand mixer, until soft peaks form.
Place cornstarch and coconut on two separate plates.
Hold shrimp by the tail and dip and coat the shrimp with cornstarch.
Next, dip the shrimp in the egg whites and finally in the coconut; coating well.
Place shrimp on the cookie sheet.
Bake for 15 – 17 minutes or until coconut is a golden brown.
Make sure to turn it once halfway through to make sure both sides brown.
Serve with dipping sauce.