Please read About Broiling or Grilling Fish, since most of that advice applies to shellfish as well.
Generally speaking, shellfish do not stick to the grill, or do so only minimally, so they are much easier to grill than finfish. And you have more latitude in timing when broiling or grilling shellfish, because they are much more forgiving. If you overcook most finfish, they will fall apart on the grill. Overcook shellfish, however, and they will simply dry out; you will lose some of their pleasures, but at least you will still be able to serve them. Broiling, of course, remains a near- perfect alternative to grilling.
It is difficult to make a grill or broiler too hot for shellfish; by the time you char their exterior, they are invariably done. So use plenty of charcoal or preheat the gas grill or broiler for a good 15 minutes.
Because grilled shellfish are rich and enormously flavorful, it makes sense to keep sauces (if anyΓÇöusually a squeeze of lemon is sufficient) as light as possible. Those incorporating some acidity, in the form of tomatoes, vinegar, wine, or citrus juice, are usually most successful. Try, for example:
Tomato Concassé, or Fresh Tomato Sauce,
Salsa Verde,
Any light vinaigrette
broiled or grilled shrimp or scallops
broiled or grilled shrimp or scallops with chili paste
broiled or grilled shrimp or scallops, basque style
broiled shrimp or scallops with persillade
broiled or grilled shrimp or scallops with coconut curry sauce
grilled or broiled shrimp or scallops with hoisin or barbecue sauce
grilled squid (or cuttlefish)
grilled, broiled, or roasted soft-shell crabs
grilled or broiled split lobster with olive oil, garlic, and lemon