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Step 1
Place a rack in the center of the oven and preheat to 425 degrees F. Generously coat a rimmed baking sheet with nonstick spray.
Step 2
Set up your work station: arrange 3 shallow bowls in a line (a pie plate works well also). In the first, place the flour. In the second, beat the eggs. In the third, stir together the Panko and salt. Place the baking sheet at the end.
Step 3
Working about 4 shrimp at a time, dip the shrimp in the flour, shaking off excess, then into the egg (again, shake off the excess), then in Panko mixture. Pat the Panko onto the shrimp to adhere it.
Step 4
Arrange the shrimp on the baking sheet, making sure they do not touch.
Step 5
Mist the top of the shrimp evenly with nonstick spray.
Step 6
Bake for 10 minutes, until the tops are lightly golden.
Step 7
Turn the shrimp over (I find a pair of tongs to be easiest), then continue baking for an additional 5 to 6 minutes, until golden and crisp outside and cooked through.
Step 8
While the shrimp cook, prepare the sauce: in a small mixing bowl, stir together the Greek yogurt, Thai chili sauce, and sriracha. Taste and add additional sriracha if you’d like the shrimp spicier.
Step 9
Arrange the baked shrimp on a serving platter. Drizzle the sauce generously over the top. Sprinkle with green onions. Enjoy immediately right off the plate, or wrap inside bibb lettuce leaves.