Peel and devein the shrimps. Add lime juice and season with a pinch of salt; mix well and refrigerate until ready to use.
Finely chop the shallots and slice the bell pepper. Grate the ginger and mince the garlic.
Heat a heavy saucepan over medium-high heat. Add oil and heat until shimmering hot.
Add shallots and garlic; sauté for 1 minute. Stir in bell pepper and ginger, cook for 2 minutes more until slightly golden.
Add in the spices, diced tomatoes, and milk, reduce the heat to low, and let simmer until tomatoes are softened and flavors meld for about 10 minutes.
Meanwhile, in a small mixing bowl, combine cornstarch with 1 tablespoon of water, stir until smooth paste forms.
Pour the slurry into the shrimp curry and simmer until the consistency is as desired.
Place the shrimps into the curry and continue cooking for 4-5 minutes more until shrimps are opaque and cooked through.
Transfer the curry to a large serving bowl. Garnish with cilantro leaves. Serve with lime wedges and cooked rice if desired.