Easy Grilled Shrimp Rolls With Herb Mayo

In a medium bowl, whisk together mayonnaise, parsley, chives, lemon juice, mustard, sugar, and salt. Cover and refrigerate.

In a small bowl, combine chile powder, salt, paprika, garlic powder, onion powder, and pepper, and stir until well combined. Set aside.

Thread shrimp onto sets of 2 skewers, alternating heads to tails and pushing shrimp so that they are nestled snugly together; you should have 12 shrimp on each set of skewers. Lay skewers on top of a baking dish so that shrimp are suspended above bottom of dish. Refrigerate, uncovered, for 1 hour. When shrimp are ready to grill, brush both sides with olive oil and sprinkle evenly with prepared spice blend.

Light 1/2 chimney of charcoal. When all charcoal is lit and covered with gray ash, pour out and spread coals evenly over half of charcoal grate. Set cooking grate in place, cover grill, and allow to preheat for 5 minutes. Alternatively, set half the burners on a gas grill to the highest setting, cover, and preheat for 10 minutes. Clean and oil grilling grate.

Place shrimp directly over hot side of grill and cook until shrimp are lightly charred in spots on bottom side, about 2 minutes. Flip shrimp and continue to cook until just cooked through and lightly charred on second side, about 2 minutes longer. Transfer shrimp to a cutting board; set aside. Remove herby mayonnaise from refrigerator to temper slightly, and set aside.

Brush exterior of each hot dog bun with melted butter. Place buns over hot side of grill. Cook, flipping once halfway through, until buns are soft and lightly charred, about 30 seconds. Transfer buns to a plate or rimmed baking sheet; set aside.

Carefully remove skewers from shrimp and, using a sharp knife, cut shrimp into bite-size pieces. Transfer to bowl with herby mayonnaise and gently stir to evenly coat shrimp.

Line inside of each toasted bun with lettuce leaves, divide shrimp evenly among buns, sprinkle with chives, and serve immediately.