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1
To make remoulade, whisk together mustard and vinegar in a large bowl until combined well, then whisk in 2/3 cup oil with parsley, horseradish, pickle, scallion, paprika, cayenne, 1 1/4 teaspoons salt, and 1/2 teaspoon black pepper.
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2
Snip through shells of shrimp down middle of back using scissors, exposing vein and leaving tail and first segment of shell intact.
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3
Devein shrimp, leaving shells in place.
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4
(Shells will prevent shrimp from becoming tough on outside when grilled.)
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5
Toss shrimp with remaining 1/4 cup oil, remaining teaspoon salt, and remaining 1/2 teaspoon black pepper in a large bowl, then thread about 6 shrimp (through top and tail, leaving shrimp curled) onto each skewer.
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6
Prepare grill for cooking.
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7
If using a charcoal grill, open vents on bottom of grill, then light charcoal.
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8
Charcoal fire is medium-hot when you can hold your hand 5 inches above rack for 3 to 4 seconds.
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9
If using a gas grill, preheat burners on high, covered, 10 minutes, then reduce heat to moderately high.
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10
Grill shrimp on lightly oiled grill rack, covered only if using a gas grill, turning over once, until just cooked through, 3 to 4 minutes total.
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11
When just cool enough to handle, push shrimp off skewers into remoulade, then toss to combine well and cool at least 15 minutes.
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12
Serve warm or at room temperature.
