How to Make It
Using scissors, make a cut from just below the head of each shrimp to the base of the tail, cutting through the shell but not removing it. Use the tip of a knife to remove the intestinal vein.
In a large bowl, combine 2 tablespoons of the canola oil and 1 1/4 cups of the onions with the paprika, chiles and tomato paste. Add the shrimp and stir gently until they are evenly coated. Cover and refrigerate for 4 hours. Bring the shrimp to room temperature before proceeding.
In a very large skillet or in 2 large skillets, heat the remaining 2 tablespoons of oil until shimmering. Spread the shrimp and marinade in the pan in a single layer. Cook over moderately high heat, without stirring, until the shrimp begin to brown, about 2 minutes. Add the garlic and the remaining onions to the skillet and cook until the onions begin to brown, about 1 minute. Stir in the coconut milk and bring to a boil. Cook over moderately high heat until the shrimp are just cooked through, about 2 minutes. Remove from the heat and add the lime juice. Season with salt and serve with steamed rice and melon tossed with mint, if desired.