Rinse the shrimp under cold water and pat dry. Transfer the shrimp to a bowl. Add 1 teaspoon kosher salt, pepper, paprika, and lemon juice to the shrimp and toss until coated. Set aside for 15 minutes.
While the shrimp is marinating, mix the 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 and allow excess egg to drip from the shrimp. Place the shrimp on a plate and sprinkle with the panko mixture until evenly coated. Dredge the shrimp through the egg wash a second time and repeat the breading process. Set the shrimp on a plate. Repeat until all the shrimp are coated. We highly recommend breading the shrimp on a plate rather than directly in the bowl with the panko mixture so the mixture doesn’t become soggy and unable to stick to the shrimp.
Drizzle olive oil in the bottom of the air fryer and transfer the shrimp to the air fryer. Be sure the shrimp are not touching the air fryer.
Air fry the shrimp for 2 minutes, flip the shrimp and fry for another 2 minutes. Remove the shrimp from the air fryer and repeat until all the shrimp are golden brown and cooked.
Serve the shrimp on their own with a fresh squeeze of lemon, with a marinara sauce, or on top of a salad.