In a small bowl, combine first 6 ingredients. Add ¼ tsp black pepper, stir until well blended. Set the seasoning mixture aside.
Heat oil in a large non-stick skillet over medium heat. Add onion, cook 3 minutes stirring occasionally.
Add the seasoning mixture that was set aside, cook 1 minute stirring frequently.
Add broth, bring to a boil. Reduce heat, and simmer 5 minutes.
Add coconut milk and lemon juice, simmer 2 minutes.
Sprinkle shrimp with 1/4 teaspoon black pepper and salt.
Add shrimp to the pan cooking 4-5 minutes stirring a few times, until no longer translucent, do not overcook.