Make Tempura batter in a deep bowl according to directions on box [be sure to use ICE water, it’s the secret to the light batter]. 1 box makes enough batter for about 2 lbs shrimp.
Put some coconut in another bowl, reserving some for adding later to keep the coconut dry.
Dredge shrimp in batter and roll in coconut.
Fry in batches in medium hot oil, about 400 degrees, 3-5 minutes, until golden. Remove and drain on paper towels and keep warm in a 200 degree oven until ready to serve.