Peel shrimp, leaving tails on, and devein, if desired.
Sprinkle shrimp evenly with seasoned salt.
Whisk egg whites in a small bowl until frothy.
Combine coconut, pecans, and flour in a shallow bowl.
Place a wire rack coated with cooking spray in an aluminum foil-lined 15- x 10-inch jellyroll pan.
Dip shrimp, 1 at a time, in egg whites, and dredge in coconut mixture. Arrange shrimp on rack. Coat shrimp evenly with cooking spray.
Bake at 425° for 10 to 15 minutes or just until shrimp turn pink, turning after 5 to 7 minutes. Serve with Orange Dipping Sauce.