You can either grill the shrimp on a wood/gas grill on medium-low heat or bake them in a 375° F oven. Start by cleaning and de-veining the shrimp, leaving the tail shell on. Skewer the shrimp tail side first and set aside.
In a blender, add all the sauce ingredients (cilantro, sweet chili dipping sauce,lime juice, sugar, fish sauce, garlic, chili peppers) and pulse blender to chop and blend everything together. Add some salt and pepper to taste. Add more chili peppers for more heat if needed. The heat of the peppers will mellow somewhat during the cooking process. Set aside 1/3 cup of the sauce for dipping.
Drizzle the sauce over the shrimp and marinate for 10 to 12 minutes, but no more or the shrimp will start to “cook” in the lime juice. Grill on medium-low heat or bake on a sheet pan until just opaque and sauce is slightly caramelized. Place skewers on a platter with the remaining sauce or pass around and enjoy