Wash and dry the eggplant, then cut lengthwise in half. With a paring knife, slightly core out some of the seeded area. Drizzle with olive oil. Season with salt and pepper and put on a baking sheet. Bake for 15 minutes.
While the eggplants are baking, combine the shrimp with the rice vinegar, agave, red bell peppers and snow peas in a large bowl. Set aside.
In a small bowl, combine the mayonnaise, Sriracha, sweet chili sauce, lime zest and lime juice. Set aside.
After the eggplants have roasted, carefully fill them with the shrimp mixture. Put them back in the oven until the shrimp are opaque and cooked through, about 15 to 20 minutes.
Remove the eggplant from the oven to a serving platter. Drizzle with the Sriracha mayonnaise and serve immediately.