I've seen this dish on Chinese menus all my life, but I've never ordered it as it sounds so boring.  Last weekend one of the PBS cooking shows featured the dish two ways: first, at a restaurant on a grill, and then they took it to their "lab" and developed a deep-fried version.  I don't deep-fry, and have an Egg, so...
 
Some unusual features in this dish.  First, the "pepper" is actually Sezchuan peppercorns, something I've never worked with (nor could find, because my local Asian grocery sells them as "Chinese prickly ash").  These things are dry-toasted, then ground in a mortar or spice grinder; they aren't actually hot, but rather have an interesting pungent flavor and leave the mouth "tingling", rather than burning.  The second odd thing is that the shrimp are cooked very hot, and the shells are (supposed to) get really crispy, and are eaten whole, head, shells and all.  I couldn't find whole shrimp locally, but got some frozen, uncooked, unshelled but deveined, and that was okay this first time.  
 
I thawed the shrimp, marinated for 15 minutes in soy sauce (the recipes called for just brine), then drained, dried, and tossed with peanut oil and the sechuan pepper powder.  Threw them on a hot grill, and kept tossing (need to work on my shrimp-flipping with tongs).  The soy sauce stained them a bit dark, so I couldn't go by the shrimp turning pink to know they were cooked (will try brine next time).  They were dark and the shells beginning to pull away, so I assumed they were done and took them off, tossed with Thai pepper, scallion and parsley, and plated up.
 
I didn't care for the shell texture, don't know if they weren't cooked enough or I just don't like them.  The flavor was fantastic, and these were easily the juiciest shrimp I've ever made.  I still have half a pound of these shrimp in the freezer, will try again with a hotter fire, without the soy, and try to get the shells crispier.  If that doesn't work I'll do this dish again with peeled shrimp; it is a keeper otherwise.