Rinse the shrimp, pat dry with paper towels. In a bowl, mix the melted butter, honey, lemon juice, Cajun seasonings and salt together. Stir to mix well. Prepare the optional Dipping Sauce by mixing all the ingredients together. Set aside.
Combine the shrimp and honey mixture together, stir to coat well. Fire up an outdoor grill and grill with direct fire on both surface until they turn slightly charred and transfer to the top section to cook completely.