Place chiles in a large bowl, cover with boiling water, and let stand for 1 hour to soften. Remove chiles from the water, coarsely chop, and place in the jar of a blender. Add the garlic, thyme, and oil and blend until smooth. Season, to taste, with salt and pepper. Place the shrimp in a large bowl, pour the marinade over, and let marinate at room temperature for 20 minutes.
Preheat a grill to high. Remove the prawns from the marinade and grill for 1 1/2 to 2 minutes per side, with the cover closed. Serve on brown paper bags, if desired.