I think the recipe that Bevi is citing is for roasted shrimp. For grilled shrimp I like to just sprinkle on a little salt and sugar. I'm marinade-free, myself.
Check out Amanda's recipe for grilled shrimp a la Bittman. I made it this week, and added orange zest and juice instead of lime. It was great. http://www.food52.com/blog/936_shrimp_a_la_bittman
My shrimp marinades are typically like StinaP's with olive oil and garlic. Sometimes chiles. Sometimes something Asian. But little or no acid, because lie Mlc1977 says, it will "cook" them. You can add lemon juice or another acid at the end. Also, I keep shrimp in the shell for grilling.
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