Prepare the vegetables: cut off the root of shimeji mushrooms and separate them, remove the stem and seeds from the red bell pepper and cut into bite-sized pieces, rinse the bamboo shoots and drain.

Peel the shrimp, make a shallow cut along the back to remove the vein, rinse with water, and pat dry with paper towels.

Heat salad oil in a frying pan over low heat, add red curry paste, and stir until combined. Add coconut milk and bring to a boil over medium heat. Add prepared vegetables, shrimp, and water, then cover and simmer over low heat for 5 minutes until shrimp are cooked and vegetables are tender.