Heat oven to 350°. In a medium pan over medium heat, heat oil. Cook ginger and garlic, 1 minute.
Add rice and cook, 2 minutes.
Add milk, 1 1/4 cups water, zest, sugar, salt and black pepper and bring to a low boil; stir and cover. Reduce heat to simmer, 10 minutes. Stir in shrimp; cover and cook until shrimp are opaque, 5 minutes. In a large pot, bring 8 inches of water to a low boil.
Cut off top third of each bell pepper and reserve; remove ribs and seeds. Boil peppers and tops until slightly soft, 5 minutes; place upside down on a paper towel–lined plate. Stir juice, basil and cashews into rice mixture.
Place bell peppers open side up in a baking dish with tops alongside; stuff with rice mixture.
Pour an inch of water in bottom of dish. Cover with foil andbake until warm, 15 minutes.