I had a birthday party for a friend once and made a clean version of a recipe I found in Oprah.
www.oprah.com/recipe/food/recipesappetizer
s/200809_oah_shrimp_piri_piri It was crazy easy to make. The most expensive ingredient is the Shrimp, but I just got 2 jumbo shrimp per person, which didn't really cost as much as I thought it might.
The recipe makes a marinade that you use in parts, first for a marinade and then as a sauce. It calls for 1/2 c of OLIVE OIL!!! Geez. I've made it twice, once with the oil and once with a fraction of the oil. The oily version was only a fraction better

And it's a healthy oil so maybe you don't care. Plus you can use as little or as much of the sauce as you like. I drizzled the it. Fantastic! Oh and if you can't find the right pepper (I couldn't) I just used a jalapeno.
I'm copying the recipe here, but you can also see it from the link:
Jumbo shrimp marinate in piri piri—a fiery Mozambican sauce of garlic, cilantro, and chili—before being wrapped in bibb lettuce leaves.
Ingredients:
Makes 6 servings
* 1/2 red bird's-eye chili or habanero chili (seeds and ribs removed) chopped
* 1/4 cup fresh lemon juice
* 1 Tbsp. chopped cilantro
* 1 Tbsp. chopped parsley
* 2 cloves garlic peeled
* 1/2 cup plus 2 Tbsp. olive oil
* 12 jumbo shrimp (peeled and deveined)
* 1/2 tsp. salt
* 1 lime quartered
* 12 leaves Bibb lettuce
To make piri piri sauce: Combine chili, lemon juice, cilantro, parsley, and garlic in a blender, and puree until smooth. With blender running, add olive oil in a slow stream until well combined.
In a bowl, toss shrimp with 1/3 of the piri piri. Refrigerate 20 minutes.
Heat remaining oil in a large sauté pan over medium heat. Add shrimp and cook for 2 minutes on each side or until opaque throughout. Transfer to a plate and sprinkle with salt. Squeeze lime quarters over shrimp.
Spread 1 to 2 teaspoons of remaining piri piri onto each lettuce leaf. Place 1 shrimp in center of each leaf; arrange in bowls and serve, encouraging guests to treat lettuce-wrapped shrimp as finger food.
Edited by: JAC-ATTACK at: 7/10/2009 (10:07)
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