Grilling, like broiling, is a process of cooking a food with direct radiant heat. The difference is that the heat source is from below rather than above, as in broiling. As with broiling, the intense radiant heat creates a crusty surface while sealing in natural juices.
These shrimp will cook quickly and remain moist. In order to keep foods juicy that take longer to grill, baste frequently. The marinade is often used as the basting liquid. This works especially well when there are sugars in the liquid, as it helps caramelize the surface of the cooking food.