Combine shrimp, ¼ cup olive oil, and Thai seasoning in a large bowl and mix until shrimp are well coated. Cover bowl with plastic wrap and refrigerate at least 1 hour.
Prepare charcoal grill if using. Grill or cook the shrimp in a large skillet over high heat just until opaque, 2 1/2 to 3 minutes on each side over charcoal or 2 minutes on each side in skillet. Arrange on 1 side of 4 plates.
Heat 2 tablespoons olive oil in a medium skillet over high heat. Add onions and garlic and sauté until lightly browned, about 1 ½ minutes. Add coconut milk, curry paste, fish sauce, and paprika, reduce e heat to medium, and cook, stirring constantly, for 2 minutes. Add cream and bring to boil, then reduce heat to low and simmer until sauce is reduced by half, about 3 to 4 minutes.
Meanwhile, bring water to boil in a large saucepan. Drop in snow peas and boil 1 minute. Drain and pat dry. Spread sauce over center of each serving plate. Arrange snow peas on opposite side of plate from shrimp. Garnish with bell pepper and serve.
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