1. Preheat oven to 425 degrees. Place a rack in a large baking pan and spray with nonstick cooking spray. Line a second baking pan with parchment paper. Cut 1 large sweet potato into 1/2-inch pieces and spread on prepared baking pan. Toss with 1 Tbs. olive oil, 1/4 tsp. each kosher salt and pepper. Roast, stirring once, until browned and tender, about 30 minutes.
2. Meanwhile place 2 tsp. olive oil, 3/4 cup shredded unsweetened coconut, and 3/4 cup panko breadcrumbs in a large skillet and cook over medium heat, stirring often, until golden and fragrant, about 2 to 3 minutes. Transfer to a shallow bowl.
3. In a separate shallow bowl, whisk together 1 large egg and 1/4 cup light mayonnaise. Pat dry 1 lb. medium raw shrimp, peeled and deveined. Working in batches, coat shrimp in egg mixture, followed by coconut breadcrumbs. Line breaded shrimp on prepared rack. Roast until golden and cooked through, about 10 to 12 minutes.
4. In a small bowl, whisk together 1/2 cup light mayonnaise, 1 Tbs. fresh lime juice, 2 tsp. honey, 3/4 tsp. curry powder and 1 tsp. water. Serve roasted sweet potatoes and coconut shrimp over 2 cups cooked whole grains (such as brown rice), divided among 4 bowls, and drizzle with creamy curry sauce. Garnish with chopped cilantro and serve with lime wedges, if desired.