Preheat oven to 475°. Pour bread crumbs, flour, and whites into 3 separate shallow bowls. Stir 1 tbsp. salt and the cayenne into bread crumbs and 1 tsp. salt into flour. Lightly beat the egg whites with a fork.
Pour 3 tablespoons canola oil into a large rimmed baking pan and spread to cover bottom.
Standard Breading Procedure: Dredge shrimp in flour, shaking off excess; dip in egg whites, letting excess drip off. This is an important step, too much egg white will result in too much panko. You want a thin layer. Then press the shrimp into panko, gently coating each side.
When placing shrimp on the pan to bake, press them in oil, then turn to coat other side, adding more oil to pan if necessary to coat all shrimp. Set slightly apart in pan.
Bake shrimp until browned on the bottom, about 8 minutes; then turn over and bake until golden brown all over and opaque but still moist-looking in center of thickest part, 5 minutes longer.
While shrimp are baking, make the arugula salad and the mayo dipping sauce. Mix arugula with lime juice and remaining 2 tablespoons of the olive oil, and salt and pepper to taste.
For the Jalapeno Lime Mayo: Mix 1 cup mayonnaise with 1 large chopped jalapeno. About 1/4 cup. Add the juice of one lime, 1/4 cup chopped cilantro and salt and pepper to taste. Stir until well blended. Link To full https://highlandsranchfoodie.com/jalapeno-aioli/
Serve shrimp with arugula and and Jalapeno Lime Mayo for dipping.