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To prepare shrimp, combine first 6 ingredients in a large zip-top plastic bag; seal. Marinate in refrigerator 1 hour, turning occasionally. Remove shrimp from bag; discard marinade.
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To prepare sauce, combine the lime juice and next 5 ingredients (through chiles), stirring with a whisk until the sugar dissolves. Set aside.
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To prepare remaining salad, place rice vermicelli in a large bowl; cover with boiling water. Let stand 20 minutes. Drain. Combine the noodles, shallot oil, 1 3/4 cups lettuce, 1 cup sprouts, 1 cup carrot, and 3/4 cup cucumber, tossing well.
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To cook shrimp, prepare the grill to medium-high heat.
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Place shrimp on grill rack coated with cooking spray; grill 2 1/2 minutes on each side or until done. Place 3/4 cup noodle mixture in each of 8 bowls; top each serving with 4 shrimp, about 3 tablespoons of sauce. Serve with remaining lettuce, bean sprouts, carrot, cucumber, mint, and peanuts.