In a small saucepan warm the peanut oil over medium heat. Add the ginger and garlic; cook until golden brown, 1 to 2 minutes, stirring frequently. Add the marmalade, rice vinegar,Dijon mustard and fish sauce; stir until the marmalade has melted. Remove the saucepan from the heat and set aside at room temperature. (Can make the sauce ahead of time and warm up over medium heat before serving.).
In a large bowl mix the oil, salt, chile powder, paprika, and pepper. Add the shrimp to the bowl and mix thoroughly to coat the shrimp evenly.
With the lid closed, grill the shrimp over High heat (500° to 550°F) until they are just opaque in the center and firm to the touch, 5 to 7 minutes, turning once. Serve warm with as much sauce as you like drizzled over the top, serve extra sauce on the side.