For shrimp filling, thaw shrimp, if frozen. In a large saucepan bring 4 cups water and 1/2 teaspoon salt to boiling. Add shrimp and simmer 1 to 3 minutes or until opaque. Drain. Rinse under cold running water. Drain again. Coarsely chop shrimp (you should have about 1-1/2 cups). Cover and chill.
Spread coconut in a shallow baking pan. Bake in a 350 degree F. oven for 5 to 10 minutes or until golden brown, stirring once or twice. Remove from oven. Cool.
For sauce, in a small saucepan combine coconut milk, peanuts, brown sugar, and fish sauce. Bring to boiling. Reduce heat and simmer, uncovered, over medium heat about 8 minutes or until slightly thickened, stirring occasionally. Cool.
In a bowl combine chopped shrimp, toasted coconut, lime juice, ginger, jalapeno pepper, and salt. Stir in sauce. Cover and chill up to 4 hours.
Transfer shrimp mixture to a serving bowl. For each appetizer, place a spoonful of shrimp filling on a romaine leaf. Roll up. Makes about 30 appetizer servings.