Peel the shrimp, leaving the tails intact. Cut 2 pieces of parchment paper to fit into each rack of a bamboo steamer. Top with lemon grass. Divide the shrimp, bell pepper, and next 5 ingredients (bell pepper through lime slices) between the two racks; cover with steamer lid.
Add water to a wok to a depth of 1 inch, and bring to a boil. Place steamer in wok; steam 7 minutes or until shrimp are done. Remove the shrimp mixture from steamer; discard parchment paper. Serve with lime wedges.