Fire up your grill.
Mix all the seasoning ingredients together in a bowl.
Put the shrimps in the seasoning mix and cover all sides.
Insert 6 shrimps on each skewer.
Cook the shrimps on the grill for about 3-4 minutes per side.
While the shrimps are cooking, mix the mayonnaise ingredients together until homogeneous and soft.
Remove the shrimps from the grill and heat the buns for about 2 minutes each side.
Slice the buns, spread with the mayonnaise, insert a leaf of salad a shrimp skewer.