2 tablespoons mayonnaise
2 tablespoons creamy dill mustard
2 tablespoons capers, drained and chopped
2 egg whites
1/2 teaspoon salt
2 cups Panko crumbs
1/4 teaspoon cayenne pepper
1 pound jumbo shrimp, peeled, deveined and butterflied
Stir together mayonnaise, mustard and capers in a small bowl for dipping sauce; set aside.
Preheat oven to 475 degrees. Whisk egg whites with 1/4 teaspoon salt in a shallow dish until frothy. Toss together crumbs, cayenne and remaining 1/4 teaspoon salt in a shallow dish. Dip each shrimp in egg whites, dredge in panko crumbs and place on a rimmed baking sheet. Bake until shrimp cooks through and crumbs are golden, about 12 minutes.
Serve hot with the dipping sauce.