Preheat a grill over high heat or preheat the oven to 425 degrees F (220 degrees C).
Shrimp
Place the shrimp in a large bowl and sprinkle them with baking soda and salt. Toss to coat. Refrigerate the shrimp for 15 minutes. Remove the shrimp from the refrigerator, rinse well under cold water, and drain any excess water.
Sweet Mustard Dipping Sauce
In a small bowl combine the honey mustard, apple butter, vinegar, and salt. Set aside.
Dredges
Place the coconut in a food processor and pulse until the pieces are smaller. Mix with the Panko breadcrumbs in a medium bowl.
Combine the flour, cornstarch, salt, pepper, and garlic powder in a medium bowl.
Combine the milk, apple butter, and honey mustard in a medium bowl.
Working with a few shrimp at a time, toss them in the flour dredge to coat. Transfer them to the milk dredge and turn to coat. Then place them in the coconut dredge and gently press so that the coconut mixture adheres to all sides of the shrimp. Place on a clean plate and repeat with the remaining shrimp.
Grill or bake the shrimp until opaque and cooked through, 2 to 3 minutes per side. Serve immediately with the sweet mustard dipping sauce.