Heat oven to 425°F. Set a wire rack on a rimmed sheet pan and brush the rack lightly with oil.
Whisk coconut milk with lime juice and a pinch of salt in a medium bowl.
Stir shredded coconut, panko, flour, remaining salt, garlic powder, paprika, cayenne, and black pepper in a shallow dish.
Pat chicken dry. Toss in the coconut milk mixture to coat all sides.
Press each piece into the coconut crumb mixture, turning to adhere a thick coating.
Arrange coated tenders on the rack, spacing evenly. Drizzle or brush with the remaining oil.
Bake 8–9 minutes. Flip and bake 6–8 minutes more, until golden and the centers reach 165°F.
Rest 5 minutes so the crust sets. Serve hot with your favorite dipping sauce.