In a small bowl, combine 3 tablespoons of orange marmalade, 3 tablespoons of Thai sweet chili sauce, and 2 teaspoons of fresh lemon juice. Mix until smooth and set aside.

In a medium bowl, dissolve 2 teaspoons of salt in 1 cup of water. Peel and devein the shrimp, then immerse in the brine for 10-15 minutes.

In a shallow bowl, whisk together 1 large egg and 2 tablespoons of water until smooth. Gradually stir in 40 grams of all-purpose flour until free of lumps.

Rinse the shrimp under cold water and pat dry. Dip each shrimp in the batter, then roll in shredded coconut and lay on a plate.

Heat 1 inch of vegetable oil to 360°F (180°C) in a deep pot. Fry shrimp in batches for 2-3 minutes until golden brown, flipping halfway.

Use a slotted spoon to transfer shrimp to a wire rack lined with paper towels to drain excess oil. Serve immediately with dipping sauce.