Steps

• Step 1

  Wash the shrimp under cold running water.

  Ingredients

  • 2 Pound extra-large shrimp, peeled and deveined

• Step 2

  For the brine, combine the 1/4 cup of salt and quart of water in a large mixing bowl and stir to dissolve the salt crystals.

  Ingredients

  • 1/4 Cup kosher salt

  • 1 Quart cold water

• Step 3

  Squeeze 2 of the lemon wedges into the water and add the rinds as well. Add the shrimp and refrigerate for 15 to 20 minutes - no longer, or the shrimp will become too salty.

  Ingredients

  • 2 Slices lemon wedges

• Step 4

  Meanwhile, make the sauce: Combine the dry mustard, Worcestershire sauce, A-1, and cream and whisk to blend.

  Ingredients

  • 1 Teaspoon Coleman's Mustard Powder

  • 2 Tablespoon Worcestershire sauce

  • 2 Teaspoon A-1 Sauce

  • 2 Tablespoon cream or half-and-half

• Step 5

  Whisk in the mayonnaise and salt and cayenne pepper. Cover and refrigerate until ready to serve.

  Ingredients

  • 1 Cup Hellmann's Mayonnaise

  • 1 To Taste Salt

  • 1/8 Teaspoon cayenne pepper

• Step 6

  Drain the shrimp, rinse under cold running water, and drain again. Pat dry with paper towels.

• Step 7

  When ready to cook, set temperature to High and preheat, lid closed for 15 minutes.

  00:15

  450 ˚F / 232 ˚C

• Step 8

  Arrange the shrimp on the grill grate and grill, turning once, 3 to 4 minutes per side, or until the shrimp is pink and opaque and cooked through.

  00:08

  450 ˚F / 232 ˚C

• Step 9

  Transfer to a platter or plates and serve with the sauce. Enjoy!