Pat the shrimp thoroughly dry with paper towels. Season them with the salt, black pepper, and garlic powder and toss to coat evenly.
Set up a breading station. Place the almond flour in one shallow dish. Beat the eggs in a second dish. In a third dish, combine the shredded coconut and paprika and mix well.
Dredge each shrimp lightly in the almond flour, then dip into the beaten egg, and finally press firmly into the coconut mixture, coating all sides generously. Set the coated shrimp on a plate or sheet pan.
Preheat the air fryer to 400 degrees F for 3 minutes. Spray the basket lightly with coconut oil spray.
Arrange the shrimp in a single layer in the air fryer basket, making sure none are touching. Spray the tops with a light mist of coconut oil spray. Work in batches if needed.
Air fry at 400 degrees F for 8 to 10 minutes, gently flipping the shrimp halfway through, until the coconut coating is golden brown and the shrimp are pink and cooked through.
While the shrimp cook, whisk together the sugar-free sweet chili sauce, lime juice, and sesame oil in a small bowl. Serve the hot coconut shrimp immediately with the dipping sauce on the side.