Preheat the grill to medium-high. In a large bowl, toss shrimp in oil and season with salt and pepper. Grill the shrimp for 1 to 2 minutes on each side or until just cooked through. Be careful not to overcook the shrimp, or they will be tough and rubbery. Remove from the grill.
Place about 3 shrimp in each lettuce leaf. Drizzle with the Serrano-Mint Sauce and with a little chili oil, if desired. Sprinkle with a few cilantro leaves. Roll up the lettuce leaves, and eat immediately.
Place all ingredients, except for salt, in a blender. Pulse until smooth. Season, to taste.