Remove the tail from the shrimp. Coarsely chop shrimp. Mince jalapenos and set aside 1 tbsp for the spicy cilantro mayo. Add to a bowl with softened cream cheese, minced jalapenos, pepper, paprika, and salt. Mix well to combine.
Prepare a dredging station. Add cornmeal, flour, and garlic powder to one bowl, chopped bread to another, and whisk 3 eggs in the last bowl.
Form shrimp mixture into golf ball-sized balls. Dip balls into eggs, allow excess eggs to drip off. Roll the balls into the cornmeal mixture, then dip back into the eggs. Finally, roll the balls in the bread, pressing the bread cubes to help them to adhere. Set the completed hushpuppies onto a baking sheet as you work. Place into the freezer for 15 minutes before cooking.
Preheat the air fryer to 400 degrees F, air fryer setting, for 5 minutes.
Line the air fryer basket with foil and spray the foil lightly with non-stick cooking spray. Arrange hushpuppies in a single layer on the foil and place them into the air fryer. Lightly spray the hushpuppies with canola oil or olive oil—Cook for 8 minutes. Stop halfway through cooking time to turn the hushpuppies for even cooking and spray again with oil. Note* they will be pliable at first, so handle with care.
Prepare the spicy cilantro mayo. Add all ingredients to a food processor or blender and puree for 15 seconds.
Arrange hushpuppies on a platter with the spicy cilantro mayo for a dip.
Garnish with cilantro.
Plate, serve, and enjoy!