Prepare 3 separate shallow bowls. In the first bowl, place the flour. In the second, whisk together the eggs. In the third, mix the panko with the Thai seasoning mix (If you want traditional bang bang shrimp, omit these seasonings and combine the panko with ½ teaspoon of salt).
Prepare the shrimp by first spraying the air fryer basket with oil. Then, cover the shrimp in the flour, egg, and panko. Place in the air fryer basket and lightly spray the top of the shrimp.
Cook in the air fryer at 400°F/200°C for 5 minutes. Flip the shrimp and cook for an additional 2-3 minutes, or until it is golden and crispy.
While the shrimp is cooking, prepare the bang bang sauce by whisking together the ingredients.
Remove the shrimp from the air fryer basket and enjoy while warm!