it struck me, some months ago, when i got my basic grilled shrimp right to my satisfaction, that i might want to figure out another way to make shrimp or prawns. so i've been working on an orange variation, which has progressed quite well. i start with a shrimp/prawn sauce, that i've described in a previous post, linked up above. when its plain grilled shrimp i'm making, i some times add some thai fish sauce, or anchovies into the shrimp stock, which is basically made of the shells and tails (either boiled down in water/wine or pressure cooked, pureed, and strained). for the orange variation, i hold the fish sauce/anchovies and add an equal amount of orange juice (sugarless; fresh squeezed would be best, of course), as it reduces. reduce this until its thick. marinate the shrimp in that, with crushed garlic, and chilli pieces for a few hours or over night, in a cold fridge.
slice the peel of an orange -- and its best to pull off the flesh with your hands in a smooth motion, one quarter at time (i prized it out with a knife this time, and it was too thick, but i have done this right before) -- into the thinnest silvers you can manage and adds loads of table salt, (yes loads), and keep it in a separate dish as the shrimp marinades.
when you are ready to cook, grilled the shrimp, still in the marinade, for about 6 mins under a very hot grill, adding olive oil and butter before you start. wash out the salted peel several times, and blanch, (that is boil in water) for 3 mins or so. add fresh squeeze of orange over the shrimp, and then add drained peel as garnish on top.
i didn't even do it right this, and it was still very very good. the value added is worth it; the strong, burst in your mouth citrus of the blanched peel, with the slightly sweet, very savory shrimps, inflected with two flavors of orange, fresh and reduced. I had this is with toasted bread, and a bottle of beer, and I am feeling very good, thankee!
And I fixed this again, in Delhi at the end of Feb, 2009, with Appu & Mary's help.