1. Walnut and scallion mixture: Whisk all ingredients together in a medium bowl, set aside.
2. Shrimp: Preheat the grill and make sure it is hot before cooking the shrimp. Thread the shrimp on to skewers, and season with salt and pepper. Coat with vegetable oil and place and on the hottest part of the grill. Cook for 2-3 minutes and then turn over. Cook for an additional 2-3 minutes, or until shrimp are opaque and have cooked through. Remove the shrimp from the skewers and transfer to the bowl containing the walnut and scallion mixture. Arrange shrimp on a platter. Serve immediately.
Note: For easier cooking use 2 skewers when cooking shrimp, thread one through the area by the head of the shrimp, the other by the tails. This will keep the shrimp flat and will prevent them from spinning or falling through the grates during cooking.
No time to grill? This recipe works just as well sauteed. Heat the oil in a large skillet and cook the shrimp for 3 to 4 minutes or until cooked through. Season with pepper.