Brush salmon with a bit of olive oil and season with salt and pepper. Grill, broil or bake (400°F) until flesh flakes with a fork, about 12-20 minutes depending on thickness.
For the sauce, in a small bowl combine the coconut milk and cornstarch. Set aside.
In a small saucepan combine the lemongrass, ginger, garlic, curry powder, Sriracha and oil over medium-low heat. Stir until heated and fragrant, about 1-2 minutes.
Whisk in the coconut milk mixture and bring to a boil over medium heat until slightly thickened, about 2 minutes.
Remove from heat, add cilantro, lime juice and season to taste with salt and pepper.