Combine the breadcrumbs, salt, pepper, Parmesan cheese and parsley in a bowl. Preheat oven to 350F and line oven tray with aluminum foil.
Set up a station with bowls of (a) shrimp (b) beaten egg whites and (c) breadcrumb mix
Dip the shrimp one by one in egg white then toss them in the dry mix until they are completely coated
Place shrimp on oven tray and lightly spray with olive oil cooking spray
Place in oven for 4 minutes, then flip shrimp on the other side and bake for another 3 minutes.
Serve warm to be eaten alone or with a low-fat dipping sauce