The original recipe came from Bayona Restaurant in New Orleans and was published in a recipe column in our newspaper. After reading it I decided that I would change it so it was fewer steps/less trouble. I've served this several times and it ALWAYS disappears!
Combine "Shrimp" ingredients - olive oil, 1 1/2 tsp ground coriander, 1 tsp salt, chili powder, red pepper in a large zip lock bag. I use the 1/2 gallon "standing" Glad bag.
Add shrimp to bag, mix well, and refrigerate.
Have ready a large size grill pan designed to keep contents (like vegetables or small seafood)from falling into the grill.
For the sauce, place chopped shallot, orange zest and juice, wine, vinegar, and coriander in a small saucepan, heat to a simmer over medium heat. Cook until liquid is reduced to about 6 tbs - about 30 - 40 minutes. It does not stick, but stir occasionally.
Using a Whisk, whisk in softened butter by the spoonful until sauce is emulsified and creamy. This is like a beurre blanc sauce.
Stir in cilantro and remaining salt and pepper. Keep warm
Prepare grill for high heat. Place grill pan containing the loose shrimp over grill. Continue to turn the shrimp with grill spatula frequently until cooked through and then put on/in a serving dish
Drizzle some of the sauce over the shrimp and put the remaining sauce in a matching dish for dipping. Put toothpicks or serving picks next to shrimp.