To make the marinade: In a small sauté pan over medium heat, melt the butter. Add the garlic and cook, stirring occasionally, until soft, 2 to 3 minutes. Remove from the heat and add the remaining marinade ingredients. Stir and allow to cool at room temperature.
Using a sharp knife split open the back of each shrimp and de-vein it. Place the shrimp in a large, resealable plastic bag and pour in the marinade. Press the air out of the bag and seal tightly. Turn the bag to distribute the marinade, place in a bowl, and refrigerate for 20 to 30 minutes.
Remove the shrimp from the bag and discard the marinade. 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. Remove from the grill and serve warm or at room temperature with rice, if desired.