Prepare the coating: In a shallow bowl, combine almond flour, Parmesan cheese, garlic powder, smoked paprika, cayenne (if using), salt, and black pepper. Mix well so the flavors are evenly distributed.
Prepare the shrimp: Pat the shrimp dry with paper towels. This helps the coating stick better. Dip each shrimp first into the beaten eggs, allowing any excess to drip off, then dredge it in the almond flour mixture, pressing lightly to ensure a good coating.
Cook the shrimp: Heat olive oil or avocado oil in a large skillet over medium heat. Add the shrimp in a single layer (do not overcrowd the pan) and cook for 2–3 minutes per side, until golden brown and crispy. Remove cooked shrimp and place on a plate lined with paper towels to drain any excess oil.
Make the Bang Bang Sauce: In a small bowl, whisk together mayonnaise, sugar-free sriracha, melted butter, and lime juice until smooth. Taste and adjust for spice or tang according to preference.
Coat the shrimp: Place the cooked shrimp in a large bowl and pour the Bang Bang sauce over them. Toss gently until each shrimp is evenly coated in the creamy, spicy sauce.
Serve immediately: Arrange the shrimp on a serving platter, garnished with chopped green onions or cilantro if desired. Serve hot for maximum crispiness, and enjoy this keto-friendly, spicy, and creamy appetizer.