In a small bowl add your shrimp, lime juice, kosher salt, and black pepper.
Stir to combine and set aside for a few moments while you prepare your coating stations.
In a small bowl whisk together your egg and milk.
In another bowl add your flour.
In your final bowl add your breadcrumbs and panko. Stir to combine.
Remove your shrimp from the lime juice and toss in the flour.
Next, dip your shrimp into the egg and milk mixture.
Lastly, add your shrimp to the breadcrumbs and gently press your shrimp into the breadcrumbs to make sure it's fully coated.
In batches, add your shrimp to the air fryer basket in one layer.
Gently spray the tops with olive oil cooking spray and cook for 5 minutes at 390 degrees F.
After 5 minutes, flip the shrimp and cook for another 5 minutes at 390 degrees F.
Repeat until all your shrimp have been cooked.