1. Combine first 9 ingredients in a small bowl. Chill rémoulade until ready to serve.
2. Combine lemon juice and sea salt; whisk in oil. Stir in shrimp. Let stand 10 minutes.
3. Drain shrimp; discard marinade. Grill over medium-high heat (350° to 400°) 5 minutes or until shrimp are just cooked through, turning once. Serve with rémoulade. Garnish, if desired.