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If using wooden skewers, soak them in water for 20 minutes to prevent burning. (You'll need about four.)
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To make the sauce, place ½ cup drained peach slices in a small food processor or blender. Add all ingredients except shrimp and remaining peach slices. Puree until smooth. Transfer half of the sauce to a small bowl, and refrigerate until ready to serve (for dipping).
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Bring grill to medium-high heat.
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Evenly thread shrimp and remaining peach slices onto 4 skewers. Brush both sides with some of the remaining sauce. Grill until shrimp are cooked through, 1 - 2 minutes per side, brushing with remaining sauce as they cook.
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Serve with the refrigerated sauce for dipping!