Satay—grilled, marinated skewers served with spicy peanut sauce—are snack food in Thailand, and a common menu item in Thai restaurants.
To make Satay: Whisk together soy sauce and turmeric in large container. Add tofu and mushrooms, and toss to coat. Cover, and marinate 30 minutes at room temperature, or refrigerate overnight, stirring occasionally.
Preheat oven to 400F, and coat baking sheet with cooking spray. Drain tofu and mushrooms, discarding marinade, and thread on to 6 skewers. Spray with cooking spray. Place on prepared pan, and bake 20 minutes. Turn, and bake 20 minutes more, or until browned.
To make Peanut Sauce: Whisk together coconut milk and red curry paste in saucepan. Whisk in peanut butter until smooth. Stir in sugar, lemon juice and salt, and bring to a simmer. Reduce heat to low, and cook 5 minutes, or until thickened, stirring often.
Place skewers on serving plate, and drizzle with sauce. Pass remaining sauce at table for dipping.