Preheat oven to 400°F. Line a rimmed baking sheet with foil, spray lightly with cooking spray and set aside.
To prepare shrimp, cut down the back and slightly fan but leave tails intact. Place on a paper towel and pat dry.
Combine cornstarch, salt, and pepper in a small dish and stir. Place egg whites and yolk in a medium bowl; whisk or beat with a mixer at medium-high speed until frothy (about 2 min). Mix coconut flakes and bread crumbs in a shallow dish.
Dredge the shrimp, one at a time, in cornstarch mixture. Dip it in the egg mixture, and dredge in coconut mixture. Make sure you are pressing gently with fingers to secure the coconut. Place shrimp on a baking sheet.
Bake for 25 min turning halfway (be gentle so the coconut does not fall off).
Pineapple Salsa
While shrimp cooks, combine crushed pineapple and remaining ingredients in a medium bowl. stir well to combine. The salsa an be made in the food processor if you prefer it to be smoother. The salsa can be made in advance and stored in the fridge.