In a shallow bowl, place the coconut milk.
In another bowl, add coconut, pork rinds, salt, and black pepper and mix well.
Dip the shrimp into coconut milk and then coat with the coconut mixture evenly.
Grease the Air Fryer Basket with cooking spray and then slide inside.
Adjust the temperature of Air Fryer to 350 °F to preheat for 5 minutes.
After preheating, arrange the shrimp into the greased Air Fryer Basket in a single layer.
Slide the basket into Air Fryer and set the time for 17-20 minutes.
While cooking, flip the wings once halfway through.
After cooking time is finished, remove the shrimp from Air Fryer and serve.