- In a bowl, combine all the ingredients. Refrigerate until ready to serve.
- Preheat the grill, setting the burners to high. Oil the grate.
- In a bowl, toss the shrimp with the olive oil. Season with salt and pepper. Grill the shrimp for 1 to 2 minutes on each side, or until cooked through.
- Place the shrimp on a serving plate and serve with the chili mayonnaise.
If desired, thread the shrimp onto skewers before grilling.