Let me open with - I have no idea if this tastes like the one @linguafood had in Hawaii. However, this was pretty darn good! I think the need for the marinade and the grilling (I used my broiler) is debatable. I think the marinade does help protect the shrimp from a grill/broiler’s high heat a bit. Mine were done in about 3 minutes total. But, I also think you could probably, with or without the shell, just cook the shrimp in the compound butter. I do think the cooked mayo based marinade may help the butter sauce stick to the shrimp (no, I have no science for this other than when I stirred them into the butter everything seemed nicely emulsified and clung well). Sambal oelek and butter play well together!
