Preheat the BGE to 350°
Cook the shrimp over direct heat with half the vadouvan mix and some of kosher salt
Once the shrimp are cooked about 1/2 way (2 minutes each side) take off the grill and set aside
Place the skillet on the cooking surface of the BGE and preheat
Add shallots and garlic and cook, stirring occasionally, until they start to soften, about 2 minutes
Add 2 Tbsp. water, cover, and reduce heat to low, stirring a few times, until golden brown and very soft, about 10 minutes more
Add 1/4 teaspoon salt and the remaining spice mixture and cook over medium heat, stirring, until fragrant, about 2 minutes
Scrape mixture into a medium bowl
Return skillet to stove
Add butter to skillet and cook over medium heat until starting to brown, 1 to 2 minutes
Add shrimp and cook over medium heat until shrimp start to curl, about 2 minute per side
Stir in shallot, garlic mixture, lime juice, and simmer until heated through, about 1 minute more
Season with remaining 1/4 teaspoon salt
Spoon the shallot, garlic mixture on top of a bowl of soba noodles (cooked), place shrimp on top of the mixture, and serve with lime wedges.