From my Whiskey Notes e-mail subscription, this looks pretty tasty:

Source: about.com

Ingredients

jumbo shrimps, peeled and deveined, about 1/2 pound per person
bourbon whiskey
sesame oil
soy sauce
sesame seeds
Preparation
Marinate jumbo shrimps in a marinade of equal parts bourbon whiskey, sesame oil, and soy sauce for 1 1/2 to 2 hours.
Grill or broil for about 3 to 4 minutes on each side.
Dip cooked shrimp into marinade, roll in sesame seeds to coat, and return to grill or broiler to cook until seeds are lightly browned, turning once.
Allow about 1/2 pound of shrimp per person.