Start by combining all the ingredients for the sauce in a small bowl. Cover and store in the fridge for at least 30 minutes, to allow the flavors to form together.
Grab three small, shallow bowls. In one bowl, add the flour and half the seasonings. Pour the eggs in the second bowl. Finally, in the third combine the breadcrumbs and the remaining seasonings.
Preheat the air fryer to 400 degrees and grease the air fryer basket.
One by one, cover the shrimp in the flour. Then, cover in egg. Finally, press all sides of the shrimp into the breadcrumb mixture.
Place all the coated shrimp in the air fryer, trying not to let them touch.
Air fry for 2 minutes then spray the shrimp with cooking spray. Air fry for another 2 minutes.
Flip the shrimp over and spray again with cooking spray. Air fry for another 3-5 minutes, or until the shrimp are fully cooked and look pink.
Either cover the shrimp in the bang bang sauce or place it on the side and dip the shrimp into it. I prefer dipping as it keeps the shrimp crispy.