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Pat the shrimp dry between a couple paper towels, then season with a pinch of salt and a few grinds of pepper.
Whisk the flour with ¾ teaspoon salt and few grinds of pepper in a shallow bowl or baking dish.
Whisk the eggs with a pinch of salt in another shallow bowl.
Add the panko to a third shallow bowl.
Dip a shrimp in the seasoned flour, shaking off any excess, then dip in the beaten eggs.
Dredge in the panko, turning until evenly coated.
Transfer to a large plate or a rimmed baking sheet and repeat with the remaining shrimp.
Preheat a 3.5 quart air fryer to 385 degrees F.
Working in batches, place some of the shrimp in a single layer in the fryer basket, then spray lightly with cooking spray.
Cook, flipping halfway through, until the shrimp are golden brown and cooked through, about 10 minutes.
Meanwhile, stir together the mayonnaise, pickled jalapenos, mustard, ketchup, hot sauce and scallion in a small bowl until smooth.
Serve with the fried shrimp for dipping.