Heat oil in Dutch oven over medium heat. Add peppers and cook until beginning to soften, 5 minutes, stirring occasionally. Stir in Sofrito and cook 1 minute.
Stir in coconut milk, tomatoes, Sazón, cumin and salt. Bring to simmer, cover and cook 5 minutes. Stir in shrimp and scallions, pressing shrimp into broth to submerge. Bring to simmer and cook until shrimp are opaque, 2 to 3 minutes. Stir in cilantro, and serve with rice and plantains.