Cook the rice to according to the package instructions; allow to cool.
Preheat the oven to 450 degrees F. Cut six 12-by-20-inch pieces of foil.
In a medium mixing bowl, combine the cooked rice, pineapple, peas, teriyaki sauce, peppers, garlic, ginger and a pinch of salt and pepper.
To assemble the parcels: Layer an even portion of the rice mixture in the middle of each of the foil sheets and top each with one-sixth of the shrimp. Drizzle 1/8 teaspoon sesame oil into each parcel, then seal them.
Put the parcels on a baking sheet and cook until the shrimp are pink and cooked through, about 15 minutes. Open the parcels and sprinkle over some green onions and cilantro, then top with a squeeze of lime juice.