1. In a food processor, whirl cocount, chilies, anchovy paste, garlic, and lime juice until coconut and chilies are minced; scrape container sides frequently.
2. Rinse and drain shrimp. Thread onto 4 flat metal skewers (10 to 14 in.)
3. Brush shrimp with paste. Be sure to reserve some for serving.
4. Place shrimp on a BBQ grill over a solid bed of medium-hot coals or on a gas grill set at medium hot (can hold hand at grill level for no more than 3 seconds);
close lid on grill. Cook shrimp, turning once, until bright pink but still moist (about 2 minutes a side).
5. Serve with reserved sambal paste.
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