Using scissors, cut down the back of each shrimp shell, and remove vein, leaving shell intact. Stir together ketchup, sherry, chile sauce, lemon juice, soy sauce, and sugar in a small bowl. Set aside.
Heat 2 tablespoons oil in a large wok over high until smoking. Add shrimp in an even layer on bottom and sides of wok. Cook, flipping once or twice, until shrimp start to curl and turn pale pink, about 4 minutes.
Add jalapeños, lemongrass, ginger, garlic, and remaining 1 tablespoon oil to shrimp; cook over high, stirring constantly, until fragrant, about 1 minute. Add scallions and ketchup mixture; cook, stirring constantly, until shrimp are coated in sauce, about 30 seconds. Stir in cilantro. Spoon shrimp mixture evenly onto 4 plates, and serve with rice.