"Here’s a Mexican twist on conventional shrimp cocktail, with smoke and fire coming at you from all directions. First from the shrimp, which you season with hot red pepper flakes and cumin and smoke over smoldering mesquite. Then from a cocktail sauce that features the sweet, smoky flavors of fresh orange juice and chipotle chiles. Add chiles to your liking—one for mildly spicy shrimp, two for pyromaniacs. Beats the traditional cold boiled shrimp cocktail."
For the Chipotle-Orange Cocktail Sauce
1 cup ketchup
1 teaspoon finely grated orange zest
1/4 cup fresh orange juice
1 tablespoon Worcestershire sauce
1–2 canned chipotle chiles, minced, plus 2 teaspoons adobo sauce
2 tablespoons finely diced white onion
2 tablespoons finely chopped fresh cilantro, plus 4 sprigs
For the shrimp
1 1/2 pounds jumbo shrimp, peeled with tails intact, and deveined
3 tablespoons chopped fresh cilantro
2 scallions, trimmed, white and green parts thinly sliced
1–2 teaspoons hot red pepper flakes
1 teaspoon ground cumin
Coarse salt (sea or kosher) and freshly cracked black pepper
4 tablespoons extra virgin olive oil, plus extra for oiling the rack
MAKE the cocktail sauce: Place the ketchup, orange zest and juice, Worcestershire sauce, chipotles, adobo sauce, onion and chopped cilantro in a bowl, and whisk to mix. Divide the cocktail sauce among four small bowls. Cover and refrigerate until serving. Place a cilantro sprig in the center of each just before serving.
RINSE the shrimp, drain and blot dry. Place the shrimp, cilantro, scallions, hot red pepper flakes, cumin and ½ teaspoon each of salt and pepper in a large bowl and toss to mix. Stir in 2 tablespoons of the oil, cover, and marinate for 15 minutes. Thread the shrimp onto bamboo skewers, 2 to a skewer. Leave ¼ inch exposed skewer at the point end and the bottom half of the skewer shrimp-free. Place the skewers on a lightly oiled wire rack if smoking.
SMOKER METHOD: Set up your smoker following the manufacturer’s instructions and preheat to 225° to 250°F. Add the wood as specified by the manufacturer. Place the rack with the shrimp in the smoker and smoke until bronzed with smoke and firm to the touch, 30 to 60 minutes, or as needed. Baste with the remaining 2 tablespoons of the oil after 20 minutes.
GRILL METHOD: Set up your grill for direct grilling and preheat to high (450°F). Toss the wood chunks or chips on the coals. Direct grill the shrimp, turning them over once, until sizzling and brown on the outside and cooked through, 2 to 3 minutes per side. Slide a folded strip of aluminum foil under the exposed parts of the skewers to keep them from burning. Baste with the remaining oil after you turn the shrimp.
SERVE the shrimp on the skewers with the Chipotle-Orange Cocktail Sauce for dipping.