If using frozen shrimp, thaw them under running water for 5 to 7 minutes, or until no longer icy. Peel and devein the shrimp if not already done.
In a large bowl, combine the Diamond kosher salt, coconut milk, Tandoori spice mix, and lemon juice. Whisk until well-distributed. (Using my bottled Tandoori marinade? Shake it up and measure out ½ cup of it for the marinade!)
Add the shrimp and toss to coat well. You can marinate the shrimp for up to 30 minutes if desired.
Heat the oven to 400°F with the rack in the middle position. Arrange the shrimp in a single layer on a parchment-lined rimmed baking sheet.
Roast in the oven for 6 to 8 minutes, flipping the shrimp over at the halfway point. (If your shrimp are smaller than jumbo, they may take just 5 minutes to cook!)
Sprinkle with minced fresh cilantro and serve with lime wedges. (Yes, lemons are just as good!)