In 12-inch nonstick skillet, heat oil over medium heat. Cook onion and bell pepper in oil 8 to 10 minutes, stirring occasionally, until softened. Move onion and bell pepper to side of skillet; add shrimp to other side. Cook shrimp about 2 minutes or until just starting to turn pink. Add curry paste and juice of 1/2 lime, stirring well to incorporate.
Remove from heat; cool 3 minutes (so yogurt does not curdle when added to mixture). Stir in yogurt.
Serve over rice; top with fresh cilantro. Cut remaining 1/2 lime into 4 wedges; serve lime wedge with each serving.