8 plum tomatoes, quartered (about 1 1/2 pounds)
1/2 small Vidalia onion, cut in half through the root
1 teaspoon vegetable oil
1 tablespoon dark brown sugar
Kosher salt
1 teaspoon ancho chile powder
1 teaspoon freshly ground black pepper
1/4 teaspoon ground allspice
1/4 teaspoon ground cinnamon
1/4 teaspoon dried mustard powder
Pinch cayenne
1 bay leaf
2 tablespoons cider vinegar
2 tablespoons lemon juice
1 tablespoon horseradish, prepared or freshly grated
1 pound large shrimp, peeled and deveined, tail on
Special equipment: 4 long metal skewers