Combine shrimp, ginger, cayenne, garlic, sesame seeds and pepper in large resealable plastic bag.
Place rice in heatproof serving bowl. Bring 2-1/2 cups water to boiling in large wok or skillet; pour over rice in bowl. Cover with foil; set aside.
Heat oil in dry wok or skillet. Add sweet peppers and onion; sauté 3 to 4 minutes, to slightly soften. Add teriyaki sauce. Add snap peas and shrimp; sauté 4 minutes, until shrimp are opaque. Add cornstarch mixture; cook, stirring, until mixture boils. Sprinkle with salt.
Fluff rice with fork. Spoon shrimp mixture over rice. Makes 4 servings.