Preheat an outdoor grill for medium-high heat. Place butter, oil, cheese, and parsley into a blender. Cover, and puree until smooth. Season with salt and pepper to taste.
Butterfly the shrimp leaving the shell on. Starting at the head, cut almost all the way through the flesh, down the center of the shrimp's back and to the tail. Open the two sides and spread them out like an open book. Dip the shrimp into the butter mixture, or if the mixture is too thick rub it onto the shrimp.
Place the shrimp shell side down on the preheated grill. Cook the shrimp until they are bright pink on the outside and the meat is no longer transparent in the center, about 2 to 3 minutes per side.
The nutrition data for this recipe includes information for the full amount of the marinade ingredients. Depending on marinating time, ingredients, cooking method, etc., the actual amount of the marinade consumed will vary.
Per Serving: 1020 calories;104 g fat;
1.4 g carbohydrates;
23.3 g protein;
303 mg cholesterol;
688 mg sodium.