Preheat oven to 425 degrees F. Spray two baking sheets with nonstick cooking spray; set aside. Place shrimp on paper towels and pat dry.
In a shallow dish or bowl combine flour, salt and pepper. Place beaten eggs in an additional bowl and bread crumbs in a separate dish.
In small batches, toss shrimp in the flour mixture, dip in egg mixture then in breadcrumbs and place on prepared baking sheet.
Repeat with all shrimp then spray generously with cooking spray. Bake for 15 minutes, flipping halfway through, until lightly golden brown.
While the shrimp cooks, whisk together all sauce ingredients in a saucepan over medium-high heat. Cook, stirring continuously, until sauce has thickened. Toss shrimp in sauce and serve immediately.