Coat an outdoor grill or stove-top grill pan with cooking spray and preheat to medium-high. Skewer shrimp on metal or wooden skewers or place in a grilling basket. Set aside.
Zest lime, then slice in half and place on grill.
In a small bowl, whisk together orange juice, lime juice, oil, mustard, lime zest, salt, and black pepper. Remove 3 tablespoons of citrus mixture and brush all over shrimp (reserve remaining mixture to use as a vinaigrette for the greens). Grill shrimp 3 minutes on 1 side. Flip and cook 1 to 3 more minutes, until shrimp are bright pink and cooked through.
Add thyme and chives to reserved citrus mixture. Arrange lettuce on individual plates. Top lettuce with tomatoes and grilled shrimp. Spoon reserved citrus vinaigrette over top, squeeze juice from grilled lime and serve.