How to Make Grilled Shrimp Rolls (2024)

Why It Works

The tangy herb-infused mayonnaise balances the spice of the seasoning blend.
Nestling the shrimp tightly together on skewers keeps them juicy during cooking.
Air-drying shrimp in the refrigerator allows for better browning on the grill.
Brushing the hot dog buns with melted butter and warming them on the grill adds a rich, charred flavor.

Shrimp rolls don’t get enough credit; they’re versatile, flavorful, and easy to make on a weeknight. Since they're so simple to put together, my recipe focuses on getting the details right: hot, buttered buns loaded with perfectly grilled and perfectly seasoned bite-size bits of shrimp tossed in an herb-packed mayonnaise.

I start by making the herby mayonnaise, which is a simple mixture of mayonnaise, parsley, chives, lemon juice, mustard, sugar, and salt, and the seasoning blend for the shrimp, a mixture of chile powder, paprika, garlic and onion powder, and black pepper. If you’re short on time, you can easily use one tablespoon of your favorite seafood seasoning, like Old Bay, in place of the shrimp seasoning mix.

For the shrimp, I used Kenji’s steps for making the best grilled shrimp, which makes them easier to grill, more appealing to look at, and keeps them plump and moist while maximizing char. However, I chose to skip the baking soda step, as I didn't think the shrimp needed to be any more snappy and plump. If you prefer shrimp to have that texture and choose to toss them with baking soda and salt to achieve it, just be sure to leave out the salt in the seasoning mix.

I love top-split hot dog buns for shrimp rolls—they're easier to eat and less messy overall—but I think they need to be liberally brushed with melted butter before you pop them on the grill, both to keep them from sticking and for a buttery boost of flavor. Keep in mind that butter has a lower smoke point than olive oil, so it won’t take long for grill marks to develop on the buns.

Once the shrimp are cool and the buns are done, I coarsely chop the shrimp into bite-size pieces and toss them with the herby mayonnaise, line the (buttered! hot!) rolls with fresh, silky butter lettuce, load the shrimp up, sprinkle the tops with chives, and dig in!

Recipe Details

Grilled Shrimp Rolls

Prep80 mins

Cook15 mins

Total95 mins

Ingredients

For the Herby Mayonnaise:
1/4 cup (60g) mayonnaise
2 tablespoons (10g) minced fresh parsley leaves
2 tablespoons (10g) thinly sliced chives, plus more for garnishing
1 tablespoon (15ml) lemon juice
1 teaspoon (5g) Dijon mustard
1/2 teaspoon sugar
1/4 teaspoon Diamond Crystal kosher salt; for table salt, use half as much by volume
For the Grilled Shrimp and Buns:
1 teaspoon chile powder (see note)
3/4 teaspoon Diamond Crystal kosher salt; for table salt, use half as much by volume
1/2 teaspoon sweet paprika
1/2 teaspoon garlic powder
1/2 teaspoon onion powder
1/8 teaspoon freshly ground black pepper
1 1/2 pounds (630g) large shrimp, peeled, deveined, and patted dry with paper towels
2 tablespoons (30ml) extra-virgin olive oil
Neutral oil, such as canola or vegetable oil, for greasing grill grates
6 top-split hot dog buns, preferably Pepperidge Farm
1 1/2 ounces (3 tablespoons; 45g) unsalted butter, melted
Boston or butter lettuce leaves, for serving

Directions

For the Herby Mayonnaise: In a medium bowl, whisk together mayonnaise, parsley, chives, lemon juice, mustard, sugar, and salt. Cover and refrigerate.
See Also
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For the Grilled Shrimp and Buns: 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.

Special equipment

Gas or charcoal grill, 12-inch skewers

Notes

While developing this recipe, I used "chili powder seasoning" produced by McCormick's, which is a blend of ground spices that includes cayenne, cumin, and paprika. Similar seasoning mixes can be found from a number of brands, some simply labeled "chili powder." However, this recipe was also tested with different powdered chile peppers; most any fruity dried chile, like gochugaru, will work. If you cannot find a chili powder like the one I describe above and would like to approximate its flavor profile, I recommend substituting with 3/4 teaspoon ground cumin and 1/4 teaspoon ground cayenne pepper.

Make-ahead and Storage

The herby mayonnaise can be prepared in advance and refrigerated in an airtight container for up to 3 days.

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