I too find it in health food stores. Here is a great T&T Coconut Shrimp Recipe if you want it
You ask how others make Coconut Shrimp- here is how I make it: I've had this recipe for a long time- can't remember where I got it- probably Gourmet or Bon Appetit- or possibly somebody from Gail's Swap a long time ago. Anyway, it is a REALLY good recipe and plenty of coconut stays on the shrimp.
COCONUT BEER-BATTER SHRIMP
The Sauce (Mix and set aside):
3/4 cup orange marmalade
2-1/2T each Dijon mustard and bottled horseradish (not creamy)
The Shrimp:
About 1-3/4 lbs of the largest fresh or frozen shrimp you can find, shelled (leaving the tail and last joint intact) and cleaned (deveined).
The Cayenne Mixture (Mix these together in a small bowl and set aside):
1 T Cayenne pepper (or chili powder)
2 tsp salt
1-1/2tsp each paprika, pepper and garlic powder
1 tsp onion powder
1 tsp thyme
1 tsp oregano
The Other Stuff:
1-3/4 cup flour
2 large eggs, separated
3/4 cup beer (not dark!)
3 cups coconut, flaked
oil
In a bowl, combine 1-1/4 cup of the flour, 2 tsp of the cayenne mixture, the yolks and beer just to mix. In another bowl, beat the whites until they hold soft peaks. Fold the stuff you just mixed (flour, cayenne, yolks, beer) into the egg whites. Cover and chill for 30 minutes.
In yet another bowl, combine the remaining 1/2 cup flour and 1-1/2 tsp of the remaining cayenne mixture.
Heat the oil (2-3” in pan) to 325°.
Set up the bowls as follows:
1. Cayenne mixture. 2. Flour & cayenne mixture 3. Batter 4. Coconut
Toss the shrimp in the #1 mix. Roll in the #2 mix. Shake off, and dip all but the tail in the #3 mix. Roll in the (#4) coconut and plunge into oil. Cook for about 2 minutes on each side -- don’t overcook! Drain on paper towels and gobble up with the sauce!