Serve the shrimp with whatever dipping sauce or salsa you desire. You can use an indoor grill with this recipe, if you like. If your shrimp are smaller than the jumbo shrimp called for below, it may take half as long to cook each side.
Get the grill or barbecue hot according to manufacturers instructions.
Brush the outside of the shrimp lightly with oil. Sprinkle both sides of shrimp lightly with salt, pepper, and paprika.
Place shrimp over direct, high heat on the grill. Grill about 2 minutes on the first side, then flip over and cook about 2 more minutes until cooked throughout.
Combine chili sauce and jelly to make the dipping sauce.