1. Preheat grill to 350° to 400° (medium-high) heat. Bring first 3 ingredients and 2/3 cup water to a boil in a medium saucepan over high heat.
2. While coconut milk mixture comes to a boil, whisk together red pepper jelly, next 3 ingredients, and 1/4 cup fresh lime juice in a small bowl. Reserve 2 Tbsp. lime mixture. Combine remaining lime mixture and shrimp. Let stand 20 minutes.
3. Meanwhile, stir rice into boiling coconut milk mixture. Cover, reduce heat to low, and simmer 20 minutes or until liquid is absorbed. Remove from heat, and keep covered.
4. While shrimp marinates and rice simmers, brush corn, peppers, and onion with 2 tsp. olive oil, and grill, covered with grill lid, 8 minutes or until slightly charred, turning halfway through. Remove and discard seeds from peppers; chop peppers. Cut kernels from corn cobs. Discard cobs. Chop onion. Combine peppers, corn, and onion in a bowl.
5. Remove shrimp from marinade, discarding marinade. Grill shrimp, covered with grill lid, 3 minutes on each side or just until shrimp turn pink. Remove shrimp from grill; sprinkle with 1 Tbsp. lime juice, and toss with reserved 2 Tbsp. lime mixture. Reserve half of shrimp for Lime Shrimp Rolls. Stir remaining 1 Tbsp. lime juice into rice. Stir rice mixture and herbs into grilled vegetables. Serve remaining shrimp over rice-and-vegetable mixture.
LEFTOVER DINNER: Lime Shrimp Rolls: Preheat oven to 375°. Coarsely chop reserved shrimp from Grilled Lime Shrimp and Vegetable Rice. Stir together 1/2 cup chopped celery, 1/3 cup mayonnaise, 1/2 tsp. lime zest, 1 Tbsp. fresh lime juice, 1/2 tsp. chopped fresh tarragon, and shrimp in a bowl. Stir together 2 Tbsp. melted butter and 1 garlic clove, pressed; spread on cut sides of 4 hot dog buns. Bake 7 to 8 minutes or until toasted. Place 1 lettuce leaf in each roll; top with shrimp mixture. Serve with lime wedges. Makes 4 servings.