1. For the sauce, combine the Scotch bonnet pepper, lime juice, honey, rum, salt, and oil in a serving bowl. Set aside.

2. Rinse the shrimp in cold water and pat dry with paper towels. In a small bowl, beat together the egg whites, Worcestershire sauce, and salt. Spread the coconut out on a plate. Coat each shrimp with the egg white mixture and roll in coconut.

3. Heat 1/4 cup of the oil in a large skillet over high heat until it is very hot. Add half of the shrimp to the oil in a single layer. Fry until golden brown, for 1 1/2 minutes. Turn each one over and cook 2 more minutes. Remove to drain on paper towels. Using the remaining 1/4 cup of oil, repeat the process until all of the shrimp is cooked. Serve the shrimp immediately with the dipping sauce.