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Step 1
Peel the shell from the shrimp but leave the tail portion on. The easiest way is to hold the shrimp with the split facing you and with your two thumbs, pull down to peel the shell open, then turn and tear around the tail piece so that it stays intact and discard the shell. The tail acts as a handle for guests to hold while eating.
Step 2
Place all of the cleaned shrimp in a gallon zip lock bag.
Step 3
In a small bowl, mix the olive oil, vinegar, tomato paste, mustard, sesame oil, celery salt, pepper, brown sugar, paprika, oregano and cayenne pepper with a whisk.
Step 4
Pour into the bag with the shrimp, massage it all over each piece, and marinate refrigerated for at least two hours and up to four hours.
Step 5
Start the white rice if serving.
Step 6
When ready to grill, heat the grill to medium high. Clean and oil grill grates liberally with the vegetable oil. I find it easiest to wad up a paper towel and dip it in a little bowl of oil and with a long pair of tongs, grab the oiled paper towel and slather on the grill grates.
Step 7
Pour the shrimp out of the bag onto a plate and immediately lay out on the oiled grill one at a time, leaving the marinade on. These shrimps are large enough that you don’t need skewers.
Step 8
Grill for only a minute or two on each side. The shrimp will turn slightly pink and will no longer be opaque. If you poke one, it should be firm and not bounce back. (Do not over cook the shrimp or they will be tough.)
Step 9
Remove to a clean plate and serve as-is or with rice.