Combine oil, sherry, mustard, pepper, salt, parsley and garlic for marinade in a glass dish.
Shell and devein shrimp. Split down the backs leaving the tails on. Place shrimp in marinade for at least 4 hours or overnight.
Grill shrimp over hot coals turning every 2 minutes until they just turn opaque (about 5 minutes). Do not over cook.
Note: These are great by themselves or may be served over garlic buttered linguine as a light entree.
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