Preheat the air fryer to 380°F and spray the basket of the air fryer with nonstick cooking spray.
In a small bowl, combine the mayonnaise, Thai sweet chili sauce, Sriracha, and honey. Mix well and set aside.
Set out three bowls. In one bowl, add flour. In the second bowl, pour in the buttermilk. In the third bowl, add panko.
With each piece of shrimp, first, dredge in the flour. Then, dip the shrimp in the buttermilk, and finally, coat with the panko. Gently press the panko into the shrimp to set the final coat.
Place the coated shrimp in the basket of an air fryer and spray the tops of the shrimp with nonstick cooking spray. Cook for 6 minutes. Then, using tongs, flip the shrimp over and cook for another 6 minutes, or until golden brown.
Remove the air fried shrimp and coat with the bang bang sauce. Serve immediately.