Grilled Shrimp with Palapa

Name: Grilled Shrimp with Palapa
Ingredients: 16 red Thai chiles; 6 dried shiitake mushrooms; 1 fresh coconut or 4 cups dried unsweetened shredded coconut; ¼ cup vegetable oil; 1 bunch scallions, chopped; 1½ heads of garlic, cloves separated, finely chopped; 1 2 piece ginger, peeled, finely chopped; 6 makrut lime leaves, thinly sliced (optional); 3 Tbsp. sugar; 1 Tbsp. Diamond Crystal or 2 tsp. Morton kosher salt; 2 lb. jumbo shrimp, preferably head-on, peeled, deveined; Vegetable oil (for grill); Kosher salt; 2 lemons, halved