In a medium saucepan, combine all sauce ingredients. Whisk constantly over medium heat until smooth and slightly thickened, 2-3 minutes; do not allow to boil or simmer. Remove from heat.
Put shrimp pop ingredients in food processor and pulse until a chunky paste is formed. Pour oil onto a sheet pan and spread evenly. Using 2 spoons, form paste into quenelles. Place quenelles on oiled sheet pan, turning to fully coat. Refrigerate 30-60 minutes until firmed up.
Preheat a grill (or grill pan) to high heat, or preheat broiler. Insert a skewer into each kebab. (If using broiler, do not use wooden skewers!).
Grill pops over direct heat, or on grill pan, or under broiler, 2-3 minutes on each side. Serve warm with sauce on the side.