Preheat a grill to medium high. Toss the shrimp with the olive oil and Thai seasoning in a bowl. Thread onto skewers and grill until marked and just cooked through, 1 to 2 minutes per side. Set aside.
Heat the vegetable oil in a medium skillet over medium-high heat. Add the garlic, red onion and curry paste and cook, stirring, until the onion is just softened, about 1 minute. Add the coconut milk, fish sauce and chili powder; cook until reduced by half, about 3 minutes. Add the heavy cream and bring to a simmer. Cook, stirring constantly, until thickened, about 3 minutes.
Divide the sauce among 4 plates. Arrange the shrimp on top and garnish with snow peas.
Photograph by Ralph Smith
Recipe courtesy of Gary Arabia for Food Network Magazine