Preheat oven to 400°. Heat a 10- to 12-inch (1 1/2-inch deep) cast-iron skillet in oven 15 minutes.
Meanwhile, melt butter in a large skillet over medium heat. Add onion and bell pepper; sauté 5 minutes or until onion is tender. Remove from heat. Stir in seeded and minced jalapeños.
Stir together milk, oil, and eggs in a large bowl. Stir in corn, cheese, onion mixture, and chopped green onion.
Stir together cornmeal and next 5 ingredients just until blended. Stir in milk mixture, stirring just until dry ingredients are moistened. Stir in shrimp. Pour into hot cast-iron skillet.
Bake at 400° for 45 minutes or until golden brown. Serve immediately.
Note: To make cornbread in a baking dish, prepare recipe as directed, beginning with Step Pour batter into a well greased 13- x 9-inch baking dish. Proceed with recipe as directed, increasing bake time to 50 minutes.