Thaw shrimp, if frozen. Peel and devein shrimp, leaving tails intact if desired. Rinse shrimp; pat dry. Sprinkle with chili powder and 1/4 tsp. salt. In a 12-inch skillet heat 2 tsp. of the oil over medium-high heat. Add shrimp; cook 4 minutes or until opaque, turning once. Remove from skillet; cover and keep warm.
In skillet combine broccoli, sweet pepper, and 2 Tbsp. of the water. Cook, covered, over medium heat 6 minutes or until broccoli is crisp-tender and brown, stirring occasionally.
Meanwhile, for dressing, remove 1/4 tsp. zest and squeeze 2 Tbsp. juice from lime. In a small bowl whisk together lime zest and juice, remaining 4 tsp. oil and 2 Tbsp. water, tahini, garlic, crushed red pepper, and 1/8 tsp salt.
Divide shrimp, vegetables, and rice among bowls. Drizzle with dressing and, if desired, sprinkle with cilantro.