Assuming from the name of the dish, this isn't an authentically Indian Dish. Rather it's a further alteration of another inauthentic dish called Chicken Tikka Masala.
Try this recipe substituting shrimp for the chicken. Adjust cooking times downward to compensate as well.
Chicken Tikka Masala Recipe | Rasa Malaysia: Malaysian and Asian Food, Cooking, and Recipes
It too is grilled, which is the standard substitute technique for tandoori for those of us without such a blessed oven. It is then combined with a tomato gravy and served with or over rice as in the photos.