Peel and clean the shrimp and rinse with cold water. Cut shrimp in half widthwise and place on a plate. Salt well and let chill in the fridge. Peel and finely dice red onion. Cut some zest from the orange and lemon in long strips, then juice citrus. Mix coconut milk with orange juice, lemon juice, and chili. Pour over chilled shrimp and let chill again for approx. 45 min.
Dress aguachile with orange and lemon zest, cilantro, red onion, and olive oil.