1. MAKE THE MOJO: In a small skillet, toast the allspice berries and cumin seeds over moderate heat until fragrant, about 1 minute. Transfer the spices to a plate to cool, then grind in a spice grinder or mortar. In a small bowl, combine the spices with the onion, garlic, chile, orange zest, orange juice, olive oil, lime juice, sherry vinegar, salt, pepper and saffron and set aside for 1 hour.
2. MAKE THE SHRIMP: In a large saucepan of boiling salted water, cook the potatoes until just tender, about 5 minutes. Using a slotted spoon, transfer the potatoes to a bowl. Add the corn to the saucepan and cook until tender, about 3 minutes. Drain the corn and add it to the potatoes.
3. Wipe out the saucepan and heat the oil until shimmering. Add 1/2 cup of the mojo and simmer over moderate heat for 1 minute. Add the shrimp and cook, turning once, until loosely curled, about 1 minute. Transfer the shrimp to a plate. Add another 1/4 cup of the mojo to the saucepan and bring to a simmer over moderate heat. Add the potatoes and corn and cook until heated through. Stir in the chopped cilantro and season with salt and pepper. Transfer to a platter and arrange the shrimp on top. Garnish with the cilantro leaves and serve, passing the extra mojo at the table.
Make Ahead: The mojo can be refrigerated overnight.
Wine Recommendation: A light, acidic Italian Pinot Grigio will tame the hot pepper and echo the bright taste of citrus in the sauce. Try the 1998 Zemmer or the 1998 Campanile.