In a bowl, combine the shallot, chili sauce, olive oil and lime juice and zest, mixing well. Stir in the shrimp, red pepper and salt and pepper. (Salad can be refrigerated at this point for up to 4 hours. When ready to use, bring to room temperature and drain any excess liquid).
Add chopped cilantro and mix well,.
Arrange endive leaves on a platter, fill each with 1 1/2 teaspoons of shrimp salad and serve.