Clean, peel and devein shrimp, leaving tails on if desired. Set aside.
Whisk together the olive oil, lemon juice, red curry paste, vinegar, garlic and scallions. Reserve about 1/3 cup for serving. Pour the rest of the marinade over the prepared shrimp and let it marinate for at least 3 hours. This can also be done the night before.
If using bamboo skewers, soak in water for at least half an hour. Skewer the shrimp – using 2 skewers will keep shrimp from spinning and will make it easier to flip on the grill.
Place the shrimp on a preheated grill and cook for about 3 minutes per side, until the shrimp is just opaque and fully cooked. Serve with the extra sauce.