In a small, shallow bowl, beat the eggs.
In a second small bowl, combine the flour and cajun seasoning.
In a third small bowl, combine the bread crumbs, parmesan, salt, and pepper.
Dip the shrimp into the flour mixture, then the beaten eggs, and finally the bread crumb mixture.
Spray air fryer basket with olive oil using an oil mister (**do NOT use aerosol cooking spray, as it can damage the inside of the basket**).
Transfer shrimp to the air fryer basket; air fry at 390° F for 8-10 minutes, flipping halfway through. Repeat until all shrimp are cooked.
Serve with lemon pepper aioli.