Heat oven to 400°F. Line cookie sheet with cooking parchment paper or foil. Arrange shrimp on cookie sheet; spray evenly with cooking spray, and season with salt and pepper.
Bake 5 to 8 minutes or until shrimp are pink.
In 2-quart saucepan, cook olive oil, curry powder and pepper flakes over medium heat about 30 seconds or until fragrant. Stir in squash, then coconut milk. Heat to simmering. Season with salt and pepper.
Divide soup among 4 bowls; add 4 shrimp to middle of each bowl.