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Heat oil in a large skillet over medium heat. Add bell pepper, onion and sofrito; cook, stirring, until beginning to soften, 3-4 minutes.
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Add garlic and tomatoes, cook for another 3-4 minutes, until the veggies are softened.
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Add the adobo, sazon, oregano, cook, stirring, for 1 minute.
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Add white wine and cook for 2 minutes to allow the alcohol to cook off. Add the tomato sauce
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Slowly mix in water; cover and simmer, stirring occasionally, for 10 minutes. Taste for seasoning, adjust with salt and pepper to taste.
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Add shrimp; simmer, uncovered and stirring occasionally, until the shrimp are opaque, 3 to 5 minutes.
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Garnish with fresh chopped cilantro. Serve hot.