To prepare shrimp, peel and devein shrimp, leaving tails intact. Rinse shrimp in cold water; drain on paper towels until dry.
Combine cornstarch, salt, and red pepper in a shallow dish; stir with a whisk. Place the egg whites in a medium bowl, and beat with a mixer at medium-high speed until frothy (about 2 minutes). Place coconut in a shallow dish.
Working with one shrimp at a time, dredge in cornstarch mixture. Dip in egg white; dredge in coconut, pressing gently with fingers. Place shrimp on a baking sheet coated with cooking spray. Repeat the procedure with remaining shrimp, cornstarch mixture, egg white, and coconut. Lightly coat shrimp with cooking spray. Bake at 400° for 20 minutes or until shrimp are done, turning after 10 minutes.
To prepare salsa, combine pineapple and remaining ingredients in a medium bowl; stir to combine.