To make curry sauce: Heat oil in medium saucepan over high heat. Add shallots, lemon grass, and garlic; sauté for 2 to 3 minutes. Add curry powder and sauté for 2 minutes longer. Add coconut milk, coriander, sugar, fish sauce, lime juice, tamarind paste, salt, and cloves. Bring to a boil; reduce heat and simmer for 5 minutes or until thickened. Reserve.
Season shrimp with salt and pepper. Lightly brush shrimp with oil and place in centre of cooking grate. Grill 4 to 8 minutes until shrimp turn pink and opaque in thickest part, turning once halfway through grilling time.
To serve, spoon some sauce on serving platter. Arrange shrimp on sauce and sprinkle with the basil and cilantro. Serve with remaining sauce.