Pat the shrimp dry with some paper towels, season with salt and pepper, and set aside.
Heat the canola oil in a large skillet on medium-high heat. Add the onion and cook until the onions are very tender, but not caramelized. Add the garlic, ginger, and cook another minute.
Add the curry paste sauce and cook, stirring, another minute. Add the shrimp and cook with the mixture for about a minute just to coat.
Raise to high and add the fish sauce and coconut milk. Cook, stirring occasionally, until thick (3-4 minutes).
Notes
After adding the shrimp, cook briefly just to coat in the paste. The shrimp will finish cooking in the sauce.
Use full-fat coconut milk for richness.
Most Thai curry paste works, but I'd avoid Massaman curry paste with seafood.
Feel free to add your favorite vegetables, you can pre-steam them and add them at the end.