Peel and devein shrimp, leaving tails intact. Place in a large heavy-duty, zip-top plastic bag.
Combine coconut milk and next 5 ingredients. Pour 3/4 cup mixture over shrimp; set remaining mixture aside. Seal bag securely, and shake until shrimp are well coated. Marinate in refrigerator 3 hours, turning bag occasionally.
Combine mayonnaise and next 5 ingredients in a small bowl; stir well. Cover and chill thoroughly.
Remove shrimp from marinade; discard marinade. Thread shrimp, pineapple, peppers, and onion onto 4 (16-inch) skewers. Coat grill rack with cooking spray; place on grill over medium-hot coals (350° to 400°). Place kabobs on rack; grill, uncovered, 4 minutes on each side or until shrimp turn pink, basting frequently with reserved coconut milk mixture. Serve kabobs over rice; top with mayonnaise mixture.