Preheat oven to 400ºF. Line a baking sheet with aluminum foil and lightly grease with olive or coconut oil.
In a medium, shallow bowl, mix together coconut, almond flour, chili powder, and black pepper to taste.
In another medium bowl, dredge the shrimp in the beaten eggs. Transfer them to the coconut mixture, and completely coat them with the mixture. Place the shrimp on the prepared baking sheet.
Bake for 10-15 minutes, or until the shrimp are opaque and the coconut coating turns golden brown.