Preheat your oven to 200°C (390°F). Line a baking sheet with parchment paper or a silicone mat for easy cleanup and place a wire rack on top.
Pat the shrimp dry with paper towels to remove excess moisture; this helps them crisp up better.
Set up your coating station: in a shallow dish, whisk the egg with a pinch of salt. In another dish, spread out the seasoned panko breadcrumbs.
Dip each shrimp into the egg wash, allowing any excess to drip off, then press it into the seasoned panko, ensuring an even coat.
Place the coated shrimp on the wire rack, leaving space between each piece for even air circulation.
Spritz the shrimp lightly with olive oil or cooking spray to help achieve a golden, crispy crust.
Bake in the preheated oven for 12-15 minutes, rotating the sheet halfway through, until the shrimp are pink, opaque, and the crust is golden brown and crispy.
Remove the shrimp from the oven and let them rest for 2 minutes. Squeeze fresh lemon over the top for brightness and sprinkle with chopped herbs if desired.
Serve immediately, enjoying the crispy exterior and tender interior with a squeeze of lemon for the perfect bite.