How to Make It
Soak twelve 12-inch bamboo skewers in warm water for 30 minutes. Thread the shrimp 1/2 inch apart on pairs of parallel skewers and place in a shallow baking dish.
In a blender or food processor, combine the garlic, ginger, Worcestershire sauce, coriander, curry powder, cloves, jalapeño and 1/2 cup of oil and puree. Season with salt and pepper. Pour the marinade over the shrimp and turn to coat. Cover and refrigerate for 30 minutes, turning once.
In a food processor, combine the shallots, jalapeños, lemongrass, garlic, ginger, turmeric and pepper; pulse until minced. In a medium skillet, heat the oil until shimmering. Add the shallot mixture and cook over moderate heat until fragrant and light golden, about 3 minutes. Add the coconut milk, lime juice, brown sugar, soy sauce and a pinch of salt and simmer for 4 minutes. If the sauce separates, return to the food processor and process until it comes together. Scrape into a bowl.
Light a grill. Lightly oil the grate. Grill the shrimp over a medium-hot fire until just cooked through, about 2 minutes per side. Transfer to plates and serve with the sauce.