Mix oil and Seasoning in large bowl. Add shrimp; toss to coat well. Refrigerate 15 minutes.
Meanwhile, cook rice as directed on package. Mix cilantro, lime juice and sugar. Add to rice, fluff with fork until well blended. Keep warm.
Grill shrimp over medium-high heat 2 to 3 minutes per side or just until shrimp turn pink. Spoon rice and shrimp into center of each lettuce leaf. Top with sliced cucumber, shredded carrots and thinly sliced green onions, if desired. Fold sides of lettuce over filling and roll up to serve.