Place tomatilla and pepper on a cooking tray and roast for 20 minutes, or until tender and lightly brown. Cool completely. Place in food processor or blender with remaining salsa ingredients. Puree until smooth.
Heat grill or grill pan until smoking, making sure the grill is very clean. Brush grill with oil and allow to burn off. Brush the shrimp with oil and sprinkle all sides with salt and pepper. Place on grill and cook 4 minutes on each side. Serve immediately with the tomatilla salsa.