Here is Alan Shapiro's recipe for Thai Coconut Shrimp.

    Special equipment:  (i) bar-b-que
                        (ii) mortar-and-pestle.
                        (iii) skewers (metal or wood is fine
                           but if you use wood, soak them in
                           water for about 15 minutes before
                           you use them or they will catch fire
                           on the bar-b-que).

Notes:

-  This makes a good appetizer.  If you use it for a
main course serve it with plenty of plain steamed white rice.

-  This is great with beer -- especially ale.  [Sierra Nevada
Pale Ale or Liberty Ale are my favorites although the latter
may be too bitter for most people]

-  I have modified this recipe from the original in "Southeast
Asian Cooking" by the California Culinary Academy.  My
recipe is slightly spicier (I doubled the sambal ulek) and
creamier (I recommended using coconut cream instead of
coconut milk).

Ingredients:

1 lb medium shrimp (peeled and deveined on both sides -- the
   cuts on both sides of the shrimp lets
in more of the marinade).

1/4 teaspoon shrimp paste (optional but I like using it)

1/2 teaspoon sambal ulek (this is a crucial ingredient)

4 cloves garlic, minced

1 tablespoon vegetable oil

1/3 to 1/2 cup coconut cream (I usually get a 12-16 oz can of
           coconut milk and skim the coconut
cream off the top.  Sometimes I need 2 cans
to get enough cream.  Go ahead and drink
the milk after you've removed the cream).

1 fresh lemon -- use if for 1 tablespoon of lemon juice AND
                1 teaspoon of grated lemon peel or very
               thinly sliced lemon peel (just use the thin outer
              yellow part, not the white part).

1/2 teaspoon salt  (I prefer coarse sea salt but it probably doesn't
                             really matter)

1.  Pound garlic, shrimp paste and sambal ulek together in a mortar.

2.  In a small skillet heat oil over medium heat.  Add the stuff
from the mortar to the skillet and cook it for 1-3 minutes
(cook until the strong smell dissipates -- but do not let the
garlic turn brown or crispy).

3.  Turn off the heat and let the mixture cool for a few minutes.

4.  Add the coconut cream, lemon juice, lemon peel and salt to
the garlic mixture in the skillet.  Stir it up.

5.  Put the shrimp in a marinating container (a plastic container
with a lid or a glass bowl that you can cover with plastic wrap).

6.  Pour the marinating mixture from the skillet all over the shrimp.
Stir up the shrimp and make sure they are thoroughly covered
by the mixture.

7.  Cover the container and refrigerate for an hour or so.

8.  When it's time to cook the shrimp, get the fire to be medium-hot.
Put 4 or 5 shrimp on each skewer (remember, if you use wooden
skewers, soak them in water for 15 minutes before you use them).

9.  Cook the shrimp for only one or two minutes on each side.
When the shrimp color turns whitish or pinkish, it's probably
done.  Do not overcook!