Heat the oil in a large saucepan set over medium heat. Add the onion, leek, garlic, and ginger and cook 4-5 minutes to soften the onion. Stir int the tomato paste and cook 1 minute. Add the carrots, lentils, water, and bay leaf. Cover and simmer 30 minutes, or until lentils are soft. Discard bay leaf and stir in lime juice.
While the soup simmers, prepare the shrimp: combine the olive oil, water, coriander, ginger, paprika, and cayenne to for a thick paste (thin with additional water if necessary). Coast the shrimp with the spice paste. Spray a grill pan with cooking spray and set over high heat. When the pan is very hot, add the shrimp. Cook 2 minutes on each side, or until cooked through. Remove from heat.
Transfer the soup to a blender or food processor; puree until smooth. Return to pot an stir in coconut milk. Add salt to taste.
Divide soup between four bowls. Top with shrimp and cilantro. Id desired, drizzle additional coconut milk on top.