Thread 6 shrimp across 2 skewers (2 skewers are easier to turn on the grill).
Repeat with remaining shrimp.
Cook:
Place butter, sherry, saffron, salt, pepper and paprika in a ramekin. Cover with plastic and microwave for 15 second intervals until the butter is melted. Set aside.
Heat grill to high. When it is hot clean and lightly oil the grates.
Place the shrimp skewers on the grill.
Grill the shrimp for 2-3 minutes on each side or until cooked through and the shells are slightly charred.
Remove the shrimp from the heat and spoon the melted butter mixture over the shrimp.