First, marinate the shrimp. Combine all ingredients for the shrimp in a gallon-size resealable plastic bag. Shake to combine and place in refrigerator for at least 30 minutes.
While the shrimp is marinating, prepare the Spicy Coconut Corn Cocktail Sauce. In a medium sauté pan over medium-high heat, melt 1 tablespoon butter. Once butter is melted, add corn and onion and sauté until soft and beginning to brown. Remove from heat.
Combine sautéed corn & onion, jalapeno, coconut milk, salt & pepper in a blender and blend until pureed. Transfer to a covered bowl and place in refrigerator to cool.
After the shrimp has been marinating for at least 30 minutes, remove from refrigerator. Preheat oven to 400 degrees Fahrenheit and line a jelly roll pan with aluminum foil. Pour shrimp out of bag onto pan and bake in 400 degree oven for 6-8 minutes, or until cooked through. Remove shrimp from oven and let cool (it’s okay to put them in the refrigerator as well to expedite the process.)
Once both shrimp and Spicy Coconut Corn Cocktail Sauce are sufficiently chilled, remove from refrigerator and place on a platter to serve.