Commercial Thai Sauce preparations are available such as "President's Choice - Spicy Thai Dressing" (in Canada). In a stainless steel or ceramic bowl, marinate the Shell-on Black Tiger Shrimp (rinsed if defrosted) for 1-1/2 to 2 hours in sufficient Thai sauce to cover. Do not marinate longer or shrimp will start to cook in the marinate and take on a rubbery texture.
Barbecue shrimp in shells over hot coals 3-4 minutes each side. The shells keep the meat moist. Serve immediately with a suitable dipping sauce.