Preheat oven to 350.
In the shaker bag, mix together the panko coating mix, colby jack cheese, bacon bits and paprika.
Dip the raw shrimp into the egg and then into the cheddar-bacon cheese mixture.
Place on a non-stick baking mat, or parchment paper. Once all the shrimp are ready to be 'oven-fried,' put them in the oven for about 10 minutes, or until cooked through. Cooking time may vary depending on size and thickness of the shrimp. (I used small shrimp.)
Asssemble sandwiches with the oven-fried shrimp, lettuce, tomato slices and mustard-mayo spread.
Serve Cheddar Bacon Shrimp Po Boys with preferred sides.