This recipe can be made on the grill or baked in the oven. I prefer the grill, but sometimes weather doesn't cooperate! Shell on shrimp produces the most flavor, but if you prefer to remove the shells, use them for seafood broth. The shells are like bones and render lots of flavor.
Using small kitchen scissors, cut the shrimp shells along the curved backs. Remove the vein, keeping the shell intact. Toss the shrimp and the next 9 ingredients in a large bowl.
Build a medium fire in a charcoal grill.
Place four 16 x 12" sheets of heavy duty foil on a work surface. Divide the shrimp mixture among the sheets. Fold all foil edges toward the center to accommodate the liquid; do not crimp together. Add 2 tbsp butter and 1/4 cup water to each packet. Now you will crimp the foil together.
Grill over a medium fire for about 30 minutes, until the shrimp are just opaque in the center. If you choose to bake, preheat oven to 325°F Arrange the packets on a rimmed baking sheet and bake for about 30 minutes.
Carefully cut open the packets -- be careful, steam will escape. Enjoy!