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Heat orange marmalade, Creole mustard and soy sauce in small saucepan on medium-low heat until warm. Set aside.
Pour vegetable oil into deep fryer or large skillet, filling no more than 1/3 full. Heat on medium heat to 350°F.
Stir batter mix and water in medium bowl. Place 2 cups of the coconut on large plate. Dip shrimp, a few at a time, into batter. Shake off excess. Roll in coconut.
Carefully add shrimp, several pieces at a time, to hot oil. Fry 2 to 3 minutes or until golden brown, turning once. Drain on paper towels. Repeat with remaining shrimp and batter. Add remaining 2 cups coconut as needed. Discard any remaining batter or coconut. Serve shrimp with sauce.