To Make Sauce: In a medium bowl mix all sauce ingredients together. Cover with plastic wrap and refrigerate until ready to use.
Place the shrimp in medium bowl. Add all the remaining ingredients (except dill). Toss gently to evenly coat shrimp. Cover and refrigerate for 30 minutes to 1 hour.
Thread each shrimp through the head and tail onto skewers.
Place skewers on cooking grate and grill shrimp over direct high heat until just cooked, 2 to 3 minutes, turning once halfway through grilling time. Remove shrimp from skewers and place in a medium bowl. Add dill and toss to coat evenly. Arrange shrimp on platter.
Serve warm or at room temperature with sauce.Makes 6 to 8 Source: