3 pounds extra-large or jumbo shrimp in the shell
3 tablespoons Old Bay seasoning
3 tablespoons Cajun Rub (see recipe in Spice Mixes, Rubs and Marinades Section) or your favorite commercial rub
1 tablespoon ground coriander
1 tablespoon cracked black peppercorns
1 to 3 teaspoons cayenne pepper
1/4 cup olive oil
6 tablespoons fresh lemon juice
1 bottle or can (12 ounces) beer
1-1/2 cups heavy (whipping) cream
3/4 cup dark corn syrup
6 tablespoons Worcestershire sauce
2 thin slices lemon (with rind), seeds removed
3 to 4 tablespoons hot sauce (such as Crystal, Louisiana, or Tabasco)
2 tablespoons brown sugar
4 cloves garlic, peeled and gently crushed with the side of a cleaver
3/4 cup (1-1/2 sticks) unsalted butter, cut into 1-inch pieces
Coarse salt (kosher or sea) and freshly ground black pepper
Crusty bread or Grilled Garlic Bread for serving (optional; recipe in Bread Section)
Grilled corn as an accompaniment (optional; recipe in Vegetable Section)
You'll also need:
Kitchen shears; 3 cups wood chips or chunks (preferably hickory or
Pecan), soaked for 1 hour in water to cover, then drained; 2
Aluminum foil pans (8 by 12 inches)
Rinse the shrimp under cold running water, then drain and blot them dry with paper towels. Using kitchen shears, make a lengthwise cut through the shell, down the back of each shrimp. Use the tine of a fork or the tip of a bamboo skewer to pull out the vein if you see one. Remember, not every shrimp has a visible vein. Place the shrimp in a large bowl.
Place the Old Bay seasoning, Cajun Rub, coriander, black peppercorns, and cayenne in a small bowl and stir to mix. Set 1-1/2 tablespoons of this rub aside for the sauce. Sprinkle the remaining rub over the shrimp and toss to mix. Stir in the olive oil and 3 tablespoons of lemon juice and stir to mix. Let the shrimp marinate in the refrigerator, covered, for 1 hour.
Place the beer in a heavy nonreactive saucepan and bring to a boil over high heat. Let boil until reduced to about 1/3 cup, 6 to 10 minutes. Add the cream and let boil until the mixture is reduced by half, 7 to 10 minutes more. Add the corn syrup, Worcestershire sauce, lemon slices, hot sauce, brown sugar, and garlic, and the remaining 3 tablespoons of lemon juice and 1-1/2 tablespoons of the reserved rub. Let boil until thick and syrupy, to 6 minutes. Whisk in the butter, piece by piece, and let the sauce boil until heated through and well-combined, about 1 minute. Season with salt and pepper to taste; the sauce should be highly seasoned. Keep the sauce warm at the edge of the grill. Do not let it return to a boil.
Set up the grill for direct grilling and preheat to high. If using a gas grill, place all the wood chips or chunks in the smoker box or in a smoker pouch and run the grill on high until you see smoke. If using a charcoal grill, preheat it to high, then toss all of the wood chips or chunks on the coals.
When ready to cook, brush and oil the grill grate. Place the marinated shrimp on the hot grate and grill until just cooked through, 1 to 3 minutes per side. When done, the shrimp will turn a pinkish white and feel firm to the touch (see Note).
Transfer the grilled shrimp to aluminum foil pans and place the pans on the grill. Pour the sauce over them and cook for a minute or so to warm the shrimp in the sauce. Serve the shrimp at once with the sauce slathered over them and crusty bread and grilled corn on the side.
Note: To speed up the grilling process, skewer the shrimp on bamboo skewers. You'll need about 8. Use skewers that are 10 to 12 inches long and place about 6 shrimp on each. When you thread the shrimp on a skewer, insert it near the head and tail ends so that the shrimp looks like the letter C. It's a lot faster turning 8 kebabs than all those individual shrimp.