Preheat the oven to 400 degrees F. Line a baking sheet with parchment paper.
Mix the cornstarch and salt in a small bowl. Beat the egg whites in a second bowl until frothy.
In a third bowl, combine the breadcrumbs and coconut.
Working in an assembly line fashion, toss the shrimp in the cornstarch mixture, then dip the shrimp into the egg whites and then dredge the shrimp in the breadcrumb and coconut mixture until the shrimp is heavily coated on both sides.
Place the shrimp on the parchment lined baking sheet and bake for 15 to 20 minutes or until the coating is crispy and brown.
In a dipping bowl, mix together the Dijon mustard and add in the marmalade until the taste is sweet and tangy enough to your liking. Serve with the shrimp.