Grilled shrimp are delicious on their own, but when marinated in a flavorful spiced orange sauce they will become juicy and tender with a bit of sweet tangy spice. The secret is to let them spend enough time in the marinade to pick up the heat from the jalapeno peppers, but not too long that the acid in the citrus begins to cook the shrimp (if this happens, you will end up with tough shrimp). These shrimp are also delicious on tacos.