Using less oil, this quick and easy marinated and grilled shrimp is healthier, but still bursts with flavor from tomato sauce, vinegar, and cayenne pepper. Using less oil, this quick and easy marinated and grilled shrimp is healthier, but still bursts with flavor from tomato sauce, vinegar, and cayenne pepper. October 27, 2021October 27, 2021 by Haley Lynn Using less oil, this quick and easy marinated and grilled shrimp is healthier, but still bursts with flavor from tomato sauce, vinegar, and cayenne pepper.