Pat shrimp dry with paper towels and season lightly with kosher salt.
In a shallow bowl, mix corn starch with Old Bay (1–2 tsp) and a pinch of salt.
Toss shrimp in the cornstarch mixture in batches, coating evenly and shaking off excess.
Preheat air fryer to 400°F.
Place coated shrimp in air fryer basket in a single layer.
Spray with olive oil and cook for 4 minutes. Flip shrimp, spray again, and cook 4 more minutes or until golden and crispy.
In a small bowl, mix mayonnaise with a few dashes of Old Bay and a squeeze of lime juice.
Plate the hot shrimp and serve immediately with Dijon mayo and extra lime on the side.