Place a rack in the center of the oven and preheat to 425 degrees F. Generously coat a rimmed baking sheet with nonstick spray.
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.
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.
Arrange the shrimp on the baking sheet, making sure they do not touch.
Mist the top of the shrimp evenly with nonstick spray.
Bake for 10 minutes, until the tops are lightly golden.
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.
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.
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.
Notes
TO STORE: This recipe is best the day it is made, but leftovers can be stored in an airtight storage container in the refrigerator for up to 1 day. Store leftover sauce in a separate airtight storage container in the refrigerator for up to 3 days.
TO REHEAT: Coat a baking sheet with nonstick spray, and rewarm shrimp on the baking sheet in the oven at 350 degrees F.
TO MAKE IN AN AIR FRYER: Prepare the shrimp as directed through Step 3. Place the shrimp into the air fryer (only as many will fit in a single layer). Mist the top of the shrimp with nonstick spray, and close the air fryer. Cook for 5 minutes at 400 degrees F. Turn the shrimp over, spray the shrimp with nonstick spray, and cook for another 3 minutes. Remove the shrimp, and continue the cooking steps with any remaining batches, until all the shrimp are cooked. Serve with sauce and green onions.