Make the sauce: combine all the dry ingredients and mix well. Slowly whisk in the oil, soy sauce, vinegar, orange juice and lime juice. Stir in the peppers, onions and scallions and mix thoroughly. Simmer for about 10 minutes over medium heat.
Sprinkle the shrimp with salt and pepper and grill or broil until done, a few minutes. Top (or toss) the shrimp with the sauce and serve immediately.