Combine the marinade ingredients and add the shrimp. Marinate fro at least 2 hours or as long as 4 hours.
Grill over a hot grill, turning once for about 5 minutes or until pink and cooked through.
Husk the corn. Mix together the oil, salt and paprika. Roll the corn in the oil mixture to coat. Grill on a hot grill, turning, for 12 to 15 minutes. Cool and cut the kernels from the cobs.
Stem and halve the peppers.
Brush with oil and grill, starting with cut side up on a hot grill until the skin is browned. Turn once. Place in a plastic bag and seal. When cool remove the peeling and cut into small strips.
Toss together the corn, peppers, scallions and endive (cut up) with the dressing.
Place on lettuce leaves and top with shrimp.
Garnish with thyme sprigs.