To prepare shrimp, combine paprika and the next 9 ingredients (through red pepper). Combine olive oil and shrimp in a bowl, and toss to coat. Sprinkle shrimp with rub, and toss to coat. Cover and refrigerate 30 minutes.
To prepare rémoulade, combine mayonnaise and the next 10 ingredients (through garlic) in a medium bowl. Remove yolks from eggs; discard yolks or reserve for another use. Finely chop egg whites, and stir into mayonnaise mixture. Cover; chill.
Remove grill rack, and set aside. Prepare the grill for indirect grilling, heating one side to high and leaving one side with no heat. Pierce the bottom of a disposable aluminum foil pan several times with the tip of a knife. Place pan on heat element on heated side of grill; add wood chips to pan. Let wood chips stand for 15 minutes or until smoking; reduce heat to medium. Coat grill rack with cooking spray; place on grill. Place shrimp in a grilling skillet; place skillet on grill rack over unheated side. Cover and grill 15 minutes or until shrimp are done, stirring after 7 minutes. Serve with rémoulade.
I made this for Father's day and all my children didn't like it. We all decided that it kind of ruined the shrimp. We just didn't like it. It was really harsh and overwhelmed the shrimp. Unfortunately, I have to toss the rest of the shrimp out. I wanted to like it.
This is one of my most favorite shrimp recipes to make. I didn't use wood chips either but what I did was added smoked paprika instead of the regular sweet. It gave a yummy smoky flavor. I didn't have creole mustard so I did a mix of whole grain and dijon mustard with creole seasoning. I didn't add the egg either because it just didn't sound good. I also used 2/3 light may and 1/3 lite sour cream. Definitely not as heavy but still just as good. If you make the sauce in advance the flavors settle more and make the sauce more delicious. I agree it's a lot of sauce but can be used for another fish dish during the week. Love, love, love this recipe!!!
While this looks like a ton of ingredients, it doesn't take that long. The remoulade sauce is really good, but makes way too much - so plan to have fish a couple of nights that week. We grilled the shrimp on a gas grill without the hickory chips, turned out great! Served with fresh grilled in the husk corn on the cob and skewered zucchini chunks and red onion chunks. Delicious!