Set the air fryer to 350°F to preheat if your model requires it. The basket should be ready for the shrimp once they are coated.

Whisk the egg and heavy whipping cream in a shallow bowl. The wash should look smooth enough to cover each shrimp evenly.

Stir the pork rind crumbs, coconut flakes, paprika, garlic powder, salt, and black pepper together in another bowl. The coconut and seasonings should be distributed throughout the crumbs.

Hold a shrimp by its tail, dip it into the egg wash, then press it gently into the dry mixture; repeat with the remaining shrimp. The coating should cling across the curved surface without falling away when lifted.

Arrange the coated shrimp in a single layer in the air fryer and cook for 10 to 15 minutes. They are ready when the crust is browned and crisp and the shrimp are opaque and cooked through.