Combine flour, cornstarch, jerk seasoning and paprika in a shallow bowl.
Pour coconut milk into a second bowl.
Combine the shredded wheat and shredded coconut in third bowl.
Lay out cooling racks and place waxed paper underneath them to catch drippings.
Working in assembly line fashion, hold each shrimp by the tail, coat with the flour mixture, dip into the coconut milk and coat with the crushed wheat/coconut mixture. Place shrimp on a rack and repeat process until all shrimp are coated.
Melt enough Crisco shortening to equal 2 inches in a deep frying pan, or use an electric deep fryer half filled with shortening; heat to 350. (365 for electric fryer).
Fry 6 or 8 shrimp at a time, for 1 to 2 minutes or until golden and crispy. Bring oil back to 350 (365 for electric fryer) before frying each batch.
As each batch finishes, drain shrimp on a paper towel before transferring to a serving platter.
Serve hot or warm with orange marmalade sauce.
Orange Marmalade Sauce:
Place all ingredients into a food processor and pulse until almost smooth. Place mixture in a small serving bowl and set aside.