I made these for my family & guests on Christmas Day, 2006, as part of my "Surf & Turf" dinner.
The shrimp were peeled and deveined prior to marinating.
The marinade I made is very simple:
3 whole Serrano chiles
Garlic o' plenty, probably 8-10 cloves
a little dijon mustard (1-2tsp) for emulsion purposes.
A splash of vinegar (I used cider vinegar, probably 2 Tbsp.)
Bitter Orange Juice (or OJ w/a couple Tbsp. of lemon juice) about 2 cups
Kosher Salt, Fresh Black Pepper, & some Dry Thyme
Take these for a ride in the food processor whilst you drizzle about 3/4 cup of EVOO in.
Pour about 2/3 of this marinade over the shrimp, and let soak for an hour or so
Use the reserved marinade to baste the shrimp while it is on the grill. You can also do what I did, and drain off some of the liquid and mix in a couple of Tbsp's of horseradish for a killer mojo cocktail sauce
When grilling, remember that shrimp and all shellfish cook quickly, I'm talking like 3-4 minutes in total, MAX!!! So don't walk away, and baste hastily.
You and yours will be rewarded!
(yeah, I served some of Christmas dinner on a Thanksgiving platter... Deal with it