Step 1: Dipping Sauce ... Add the mayonnaise, pepper jelly and creole mustard to a small dish and mix well. Cover and refrigerate until ready to use.
Step 2: Shrimp ... Peel and devein the shrimp; and, whether you leave the tails on is up to you. Add the shrimp to a large ziploc bag along with the oil, seasoning, salt, and pepper. Shake and squeeze the bag to make sure all the shrimp are completely covered with the seasoning and oil. Marinate 30 minutes, up to 2 hours, but no longer. I personally marinate them only 1 hour.
Step 3: Grill ... You can saute these; but, I prefer to grill these outside, or on a grill pan. A inside grill pan is easy and works great for this recipe. Cook the shrimp until they begin to curl and turn pink (about 4-5 minutes). Then transfer to a serving platter.
Step 4: Serve ... Add the dipping sauce to the platter with the shrimp. If you want, garnish with scallions, and squeeze of couple lemon wedges over the shrimp. ENJOY!
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