Lightly grease grill rack. Prepare outdoor grill for direct grilling over medium heat.
Thread shrimp on skewers.
In small bowl, stir hoisin sauce, ketchup, ginger, five-spice powder, and 1 tablespoon vinegar to make Asian barbecue sauce. Remove 1/4 cup barbecue sauce to ramekin; stir in water and remaining 1 tablespoon vinegar and reserve to use as dipping sauce.
Brush shrimp with some barbecue sauce from bowl. Place shrimp on hot grill rack and cook 2 minutes. Brush with some sauce; turn and brush with remaining sauce and grill 1 to 2 minutes longer or until shrimp turn opaque throughout. Serve shrimp on skewers over romaine with reserved dipping sauce.