Rinse the shrimp under cold water and pat dry. Place them in a bowl. Add 1 teaspoon kosher salt, pepper, paprika, and lemon juice to the shrimp, tossing until they’re coated. Set aside for 15 minutes.
While the shrimp marinate, combine panko crumbs, cheese, and 1 teaspoon of salt in a bowl. Crack the eggs into a separate bowl and whisk.
After 15 minutes, preheat the air fryer to 400ºF.
Dredge a shrimp through the egg wash, allowing excess to drip off. Then, coat the shrimp evenly with the panko mixture. Repeat the process for a second coating. Place the breaded shrimp on a plate.
Drizzle olive oil in the bottom of the air fryer and add the shrimp without crowding them.
Air fry the shrimp for 2 minutes, flip, and fry for another 2 minutes until golden brown and cooked.
Serve the shrimp with a squeeze of fresh lemon, marinara sauce, or atop a salad.