Create a cooking area with three different bowls that are big enough to dip shrimp in. Put the beaten egg in one bowl and the flour in another.
The third bowl should be big enough to dip the shrimp in, and it should be filled with the breadcrumbs, parmesan cheese, Italian seasoning, salt, and pepper to taste. To blend, stir.
The shrimp should be dipped in flour, then egg, and finally a mixture of breadcrumbs.