Combine the first 6 ingredients in a bowl, and season with pepper, to taste. Refrigerate until ready to use.
Heat a grill pan or grill to medium-high.
Dress the shrimp with extra-virgin olive oil, salt and pepper, to taste, and smoked paprika. Skewer the shrimp onto metal skewers, to ease in turning them, and grill until the shrimp are opaque and firm, about 7 to 8 minutes. Pile the shrimp on a serving platter, and drizzle with the sauce or serve on the side for dipping.