Heat oven to 350°F. Place flour in shallow bowl. In another shallow bowl, beat egg with splash of water. In third shallow bowl, mix bread crumbs and coconut.
Sprinkle salt and pepper over chicken tenders. Coat each chicken tender with flour, then dip into egg mixture and coat well with bread crumbs-coconut mixture. Place in single layer in ungreased shallow baking pan.
Bake 20 to 25 minutes, turning once halfway through cooking, until chicken is no longer pink in center. (If chicken is getting too dark, cover loosely with sheet of foil.) Cool chicken slightly before serving.
Meanwhile, mix marmalade and ground red pepper in small bowl.
Serve chicken with marmalade mixture for dipping.