Mix all of the marinade ingredients in a medium bowl and add the shrimp, toss to coat and set aside for 10-15 minutes.
In a small bowl, mix the cocktail sauce ingredients to blend. Divide between 8 small serving glasses or dishes (or serve in a bowl with shrimp around).
Preheat a grill pan over high heat, coat with cooking spray and add the shrimp, shaking off the marinade. Sear for about 1 minute and flip them over. Heat until just cooked through, 3 minutes. Remove and allow to cool before serving. Arrange 2 shrimp on each of the 8 serving glasses and serve chilled or room temperature. Garnish with a sprig of cilantro.