Heat oil in wok or large skillet over high heat.
Add shrimp and stir-fry until shrimp turn pink, about 3 minutes.
Add broccoli to wok; stir-fry 1 minute.
Add mushrooms and bamboo shoots; stir-fry 1 minute more.
Combine remaining ingredients in small bowl; mix well.
Pour over shrimp-vegetable mixture.
Cook and stir until sauce boils and thickens, about 2 minutes more.