This sweet-sour sauce goes equally well with swordfish.
In a saucepan, melt the butter and saute the onion until it is tender. Add the garlic, orange juice, ketchup, sugar, vinegar and Worcestershire sauce, bring to a boil, lower heat and simmer, stirring occasionally, for 10 minutes.
Preheat the broiler or light the coals in a grill. Brush the shrimp with the sauce and broil or grill for 2 to 3 minutes on each side, brushing with more sauce. (If you are using the grill, it will be easier to turn the shrimp if you put them in a fish basket or thread them on skewers.) Makes 6 servings.