In a bowl, whisk together the coconut milk, orange juice and lemon juice. Season generously with pepper and a little salt. Set aside.
Place the onion in a small bowl. Cover with cold water and add a splash of lemon juice. Drain the onions when ready to serve.
In a bowl, combine all of the ingredients. Season with salt and pepper. Let marinate for 5 minutes.
Preheat the grill, setting the burners to high. Oil the grate.
Grill the shrimp for 5 minutes or until they turn pink, turning them over halfway through.
Divide the lettuce halves, cut side up, among four plates. Drizzle with the dressing. Garnish with mango, bean sprouts, cilantro and drained red onion. Serve with the grilled shrimp and remaining vinaigrette.
Recipes with the "Healthy Pick" stamp have been evaluated by a registered dietitian member of the Ordre professionnel des diététistes du Québec.