We recommend that you brine the shrimp before grilling to make them especially plump and juicy. To keep the shrimp from dropping through the cooking grate onto the hot coals, thread them on skewers. Use tongs to turn the skewered shrimp. Although a red Thai chile is authentic, any small, hot fresh chile can be used in this recipe. To save time, buy peeled and cored pineapple at the supermarket. If you prepare the pineapple yourself, reserve half a large pineapple for this recipe.