Combine prawns and its listed ingredients and marinate in the fridge for 30 minutes. Combine mayonnaise ingredients in a bowl. Reserve in the fridge until prawns are cooked. Grill prawns over high-heat 1-2 minutes per side, or until cooked through. Arrange on a platter and serve with sauce alongside for dipping.
Note: Chipotle peppers (smoked jalapenos) are sold in tins in the aisle with Mexican foods. Unused peppers, which can be used in items such as chili, taco mixes and barbecue sauces, can be stored in a tight-sealing jar in the fridge.