Combine first 7 ingredients in a large zip-top plastic bag.
Add shrimp; seal and marinate in refrigerator 30 minutes, turning the bag occasionally.
Place the shrimp mixture in a 10-inch pie plate.
Open a small metal vegetable steamer; place steamer upside down in a large, deep wok.
Add water; bring to a simmer. Wearing oven mitts, carefully place pie plate on top of inverted steamer. Cover and cook 4 minutes or until shrimp are done. Wearing oven mitts, carefully remove pie plate from wok.
Serve shrimp mixture over rice; serve with lemon wedges.