Note: You can make the butter mix in a small saucepan on your grill or on your indoor stovetop, whichever you prefer.
Peel and devein the shrimp. Leave the tail shells on if desired.
Fire up your outdoor grill for direct cooking over high heat.
Melt butter in a small saucepan over medium-low heat. And remaining ingredients except shells. Stir.
Bring mixture to a slow simmer and let simmer until reduced by half, 3-4 minutes. Remove from heat.
Place 2 shrimp into each SOS shell. Place the shells on the grill. Cook until the shrimp begin to turn pink on the outside, 4-5 minutes. Baste each shell with 1 tablespoon of the seasoned butter mixture.
Caution: The butter will flame up when added, which gives the shrimp a smoky flavor. Cook just until the shrimp are done, 3-5 minutes. Serve immediately.