How to Make It
In a medium bowl, toss the shrimp with the olive oil and lemon zest and season with salt and pepper. Cover and refrigerate for 30 minutes.
In a medium saucepan, combine the water, shrimp shells, pickled ginger and half of the chopped onion and fennel. Cover and simmer over moderate heat for 15 minutes. Strain the broth and discard the solids.
In a large, deep skillet, melt the butter. Add the garlic, minced ginger, carrot and the remaining chopped onion and fennel and cook over moderately high heat, stirring occasionally, until the vegetables begin to brown, about 3 minutes. Add the shrimp broth and boil over high heat until slightly reduced, about 4 minutes. Add the coconut milk and boil over high heat until thickened, about 4 minutes.
Heat a grill pan. In a medium saucepan, bring the wine to a boil. Add the mussels, cover and cook over high heat until they open, about 3 minutes.
When the grill pan is very hot, grill the shrimp over high heat until lightly charred and barely cooked, about 1 minute per side. Transfer the shrimp to the coconut broth. Add the mussels and their cooking liquid and simmer over moderate heat until the shrimp are just cooked, about 2 minutes. Season with salt and pepper. Spoon into bowls, sprinkle with the parsley and serve right away.