Heat oven to 450F. Line a large rimmed baking sheet with parchment paper.
Toss shrimp with 1 tablespoon of oil and 1 tablespoon of fajita seasoning; set aside.
In a large bowl, whisk remaining oil and seasoning with the water and soy sauce. Add rice, salsa and edamame, stirring well, to evenly coat with fajita mixture.
Spread rice mixture evenly over prepared pan. Bake on center rack for 10 minutes.
Remove pan from oven and gently stir rice mixture around. Place shrimp on rice around edge of pan. Return to oven and bake for 5 to 8 minutes or until shrimp begin to turn pink.
Remove pan from oven and drizzle rice evenly with the egg. Return to oven to bake for 3 to 5 minutes or until egg and shrimp are cooked through.
Spoon onto a serving platter. Sprinkle with scallions and cilantro.