Heat oil in a wok or large skillet over medium heat. Add curry powder and cook, stirring, until fragrant, 1 to 2 minutes. Add shrimp and peas and cook, stirring, until the shrimp are almost cooked through, about 4 minutes. Stir in coconut milk, lemon juice and salt. Bring to a boil and cook until the shrimp have cooked through, about 2 minutes more.