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Heat oil in large skillet on medium-high heat. Add onion; cook and stir 3 minutes. Add shrimp; cook and stir 3 minutes or just until shrimp turn pink.
Mix coconut milk, marinade and peanut butter in small bowl until smooth. Stir into skillet; simmer 1 minute. Stir in cilantro. Serve with cooked rice, if desired.