Grilling fast-cooking foods is always a balancing act. Hot and hard is the only way to develop those characteristic deep brown grill marks and charred spots that give grilled foods their unique flavor—a process called the Maillard reaction that takes place rapidly at around 300°F (150°C) and higher. On the other hand, for the most tender, juicy meat, gentle and slow is the way to go. This is never truer than when you’re cooking shrimp.
You see, shrimp happen to be quite moist, and since the Maillard browning reaction can’t begin to take place until surface moisture has evaporated, you need plenty of high heat to get those shrimp browned and flavorful. On the other hand, shrimp meat is also quite delicate. It goes from tender and juicy with a nice snap to overcooked and rubbery within the span of a few degrees.