Ingredient Note: Highly acidic, tart and complex-tasting tamarind fruit is used extensively in southern Indian cooking. The pulp is extracted and stored in paste form as tamarind concentrate. It is widely available in Indian grocery stores and other ethnic supermarkets. It will keep in a covered container in the refrigerator for up to 1 year. Lime juice is an acceptable substitute.
Toast split peas, coriander, cumin, peppercorns and chile in a large skillet over medium heat, shaking the pan occasionally, until the peas turn reddish brown, the spices become fragrant and the chile blackens slightly, 2 to 3 minutes. Transfer to a plate to cool for 3 to 5 minutes. Grind in a spice grinder or mortar and pestle until the mixture is the texture of finely ground black pepper.
Combine cilantro, tamarind concentrate (or lime juice), salt and the spice blend in a medium bowl. Add shrimp and turn to coat. Cover and refrigerate for 30 minutes. (Do not marinate for more than 2 hours or the acidity in the tamarind will affect the shrimp's texture.)
Heat oil in the pan over medium-high heat; add mustard seeds. When the seeds begin to pop, cover the skillet. As soon as the popping stops, add shallots and the shrimp in a single layer and cook until the undersides of the shrimp turn salmon-pink, 1 to 2 minutes. Turn the shrimp and cook until the other side is pink, 1 to 2 minutes. Add water and continue cooking for 1 minute. Serve immediately.