Preheat your oven to 400°F and line a large sheet pan with parchment paper.
In a medium bowl, whisk together the coconut milk, curry powder, olive oil, minced garlic, grated ginger, lime juice, and salt until smooth and well combined.
Place the broccoli, bell pepper, and snap peas on the sheet pan. Pour half of the coconut curry sauce over the vegetables and toss to coat evenly.
Roast the vegetables for 10 minutes. While they're cooking, toss the shrimp with the remaining curry sauce.
Remove the pan from the oven, add the shrimp to the vegetables, and spread everything in an even layer. Return to the oven for 8 minutes or until the shrimp are pink and cooked through.
Garnish with fresh cilantro and serve with lime wedges. This is amazing over rice or with naan bread!