- For the sauce, stir lime juice into mayonnaise to loosen it slightly. Season to taste with curry powder and swirl a little honey into the mayonnaise to take the edge off the lime and curry. Note: It should not taste sweet, just balanced. Let your taste buds guide you.
- Peel the shrimp, but leave the heads on. Brush shrimp lightly with butter and season with salt and pepper.
- Grill shrimp until red, curled, and almost opaque on a hot charcoal or gas grill (exactly how long will depend on the shrimp and the grill, but under 5 minutes).
- Remove shrimp to a warm tray and serve with curry mayonnaise.