Deep fry in hot oil 180C for 4 minutes until golden brown and crisp. Use rapeseed oil as this is a healthier option than other vegetable oils as it is high in omega 3's
Alternatively you can dry fry them. Dry frying is where you use a top quality non-stick pan and no fat or oil whatsoever.The problem you have is that unless you are careful you can scorch the food.
So cook on a low heat, turning frequently, until it is hot all the way through. Scampi doesn't need cooking but it must be fully heated. You rely on breadcrumb coating to be crispy in its own right