Prepare pina colada dipping sauce first by combining all the ingredients. Cover this and let it chill out in the fridge while you make the shrimp.

Heat oil to 350 degrees.

Measure 3/4 cup of flour into a medium bowl. In another medium bowl mix together the remaining 3/4 cup flour, sugar and salt. Stir milk and rum into flour mixture. Let this batter stand for 5 minutes. While the batter rests, combine panko bread crumbs and shredded coconut into a third medium bowl.

Butterfly cut each shrimp before you start the battering: Use a sharp knife to slice through the top of the shrimp (where the vein was) so that you can spread the shrimp open. Leave the tail intact.

To batter the shrimp, dip each one in the flour, then the wet batter, then coat each shrimp with the panko/coconut mixture. Arrange the shrimp on a plate until all of them are battered.

Fry the shrimp by dropping six at a time into the hot oil for 2 to 3 minutes or until the shrimp are golden brown. Remove shrimp to a rack or paper towel to drain.

Serve shrimp with pina colada dipping sauce on the side, along with a small dish of your favorite salsa, if you like.

Serves 3 to 4 as an appetizer.