To prepare marinated shrimp, combine first 9 ingredients in a zip-top plastic bag; seal and marinate in refrigerator 1 hour. Remove shrimp from bag, reserving marinade.
Heat oil in a large nonstick skillet over medium-high heat. Add asparagus and mushrooms; sauté 5 minutes. Add shrimp; cook 3 minutes or until shrimp are done.
Combine reserved marinade, water, and cornstarch in a small bowl. Add to skillet. Bring to a boil, and cook for 1 minute, stirring constantly. Serve over rice. Sprinkle with sesame seeds.