Process all of the ingredients except shrimp in a blender until smooth. Combine shrimp and half of sauce in bowl. Cover bowl and refrigerate 2 hours. Cover remaining sauce and refrigerate.
Preheat broiler. Coat broiler pan rack with cooking spray. Place shrimp on rack.
Broil shrimp 6 inches from heat, turning once, for 6 minutes or until cooked through. Serve shrimp with reserved sauce. Makes 4 servings.