on the big island there are many.
depending one what you mean by shallow, I would recommend Mahukona north of Kona. the depths there range around 10-20.
if you want real shallow, I would recommend the Kapoho tidepools in Puna, out of the way if your in Kona, but if you do any time in Hilo, probably worth it. the water never gets deeper than 10 ft, and is very protected.
Captain Cook memorial is nice, but drops off quick, and probably not worth the hike unless you enjoy hiking anyway (unless the swell is up, in which case it can be the only place remotely near kona that is doable). I have a tendency not to like the hike there, just cause if I spend a few hours getting to a spot, I don't want it to be covered with people.