Put the shrimp in a zipper bag and set aside. Purée all of the capers, liquid, honey, sherry, zest, juice and salt in a food processor; add the oil. Pour into the zipper bag and coat the shrimp well. Squeeze out any air, zip and marinate for two hours at room temperature.
Remove the shrimp from the marinade and grill over a medium-high flame for about 1 1/2 minutes per side. Serve over spinach with raisins.
Spinach with Raisins
Soak the raisins in the wine for several hours.
Heat the oil in a large sauté pan on medium-heat; add the garlic and Piquillos and sauté for 2 minutes. Next add the raisins and wine along with the spinach. Cook for about 3 minutes, until the spinach is just wilted. Finally, toss with almonds and season with salt and pepper.