In a small bowl, whisk together the mayonnaise and remaining Remoulade Sauce ingredients until smooth. Cover tightly and refrigerate until ready to use.
Preheat the grill to high heat (approximately 400 - 450 degrees).
Make the shrimp seasoning by mixing together the salt, garlic powder, onion powder, pepper, chili powder, sugar, and cayenne pepper in a small bowl.
Peel and devein the shrimp, leaving the last segment of the shell and the tail intact. Thread the shrimp on two metal skewers by sticking the skewer through the middle of each shrimp. Push the shrimp together on the skewer so that they are "spooning" each other.
Sprinkle both sides of the shrimp skewers with fresh lemon juice and brush with melted butter. Lightly sprinkle the shrimp seasoning mix all over the shrimp.
Place the shrimp onto hot grill and cook for 3 minutes, or until some of the shrimp are browned and showing some light charring. Flip the shrimp over and grill for an additional 2 to 3 minutes, or until browned on the other side.
Remove the skewers from the grill and garnish with fresh parsley. Serve immediately with the Remoulade Sauce for dipping.
Original recipe by Todd Wilbur.Remoulade Sauce is also delicious served with crab cakes, grilled fish, or onion rings. Store any leftovers tightly covered in the refrigerator for up to a week.