To prepare the salsa: Grill the tomatillos over Direct High heat until charred in spots and softened, 4 to 6 minutes, turning occasionally. Place the tomatillos in a food processor and process until smooth. Pour the tomatillos into a medium bowl. Add the remaining salsa ingredients and mix well. Set aside until ready to serve.
Lightly brush or spray the shrimp with oil. Season to taste with salt, pepper, and paprika. Grill over Direct High heat until the shrimp are just opaque in the centre and firm to the touch, 2 to 4 minutes, turning once halfway through grilling time. Serve warm or at room temperature with the salsa.