Set oven to 450F and line a large sheet pan with parchment or foil.
In a small saucepan on medium heat, add the cornstarch and water mixture.
Add grated ginger and garlic, soy sauce, brown sugar or honey, and 1 cup of water.
Bring to a simmer and turn down to low to thicken. Set aside.
Slice peppers and zucchini and place on the pan along with pineapple wedges.
Add shrimp and coat with 1/4 cup of teriyaki sauce.
Drizzle veggies with oil and place sheet pan in the oven.
Set timer for 10 minutes.
Place coconut milk, water, and brown sugar in a medium saucepan and bring to a simmer.
Add rinsed rice and cover, set heat to low and steam for 15 minutes.
When time is up for the rice, turn off the heat and keep the lid on for 5-10 minutes, fluff with a fork.
When time is up for the shrimp and veggies, set oven to broil/grill and grill for 2-4 minutes.
To serve, add rice to bottom of dish, then top with veggies, pineapple, and shrimp. Save leftover teriyaki sauce for serving.