1. Combine the ingredients for the marinade in a mortar and pestle or blender and puree until smooth. Correct the seasoning, adding salt and pepper to taste: the mixture should be highly seasoned. Combine the shrimp and 2/3 of the marinade in a non-reactive bowl and stir to mix. Cover the bowl with plastic wrap and marinate the shrimp for 30 minutes, turning occasionally.
2. Cut the rind (both the zest and white pith) off the oranges to expose the flesh. Make V-shaped cuts to remove the individual segments from the membranes, working over a bowl to catch the juices. Remove any seeds with a fork. Section the grapefruit the same way. Arrange the orange and grapefruit segments around the outside edge of a platter or 4 salad plates, alternating orange and grapefruit segments. Mound the spinach or mesclun in the center, The recipe can be prepared ahead to this stage.
3. Preheat the barbecue grill or broiler to high. Grill or broil the shrimp until cooked, 1 to 2 minutes per side. Arrange the shrimp on top of the salad and spoon the reversed marinade over the greens. orange and grapefruit segments, and shrimp.