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Add canola oil over medium-high heat in a large Dutch oven.
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Add onions, garlic, thyme, curry powder, sazon completa and sauté for about 2-3 minutes. Add jalapeno or scotch bonnet pepper at this time.(optional).
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Add tomato paste, green onions, coconut milk, and broth. Bring it to a boil, add lime juice and simmer for 10 minutes. Toss in shrimp, red, yellow and orange peppers. Cook for another 3-5 more minutes.
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Salt and pepper and whisk cornstarch with 2 tablespoons of water for thickness. Serve over rice or vegetables.