Grilled bang bang shrimp is built around the sauce, not the fryer. Creamy, spicy, slightly sweet, with enough acid to cut through the richness — the sauce is the whole point, and it doesn't need a deep fryer to land. Grilling gets you there faster, with less mess, and with shrimp that actually tastes like shrimp. This guide walks through exactly how to prep and cook grilled bang bang shrimp skewers that stay juicy under high heat, and when to add the sauce so it coats cleanly rather than slides...