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Prepare spice rub: Carefully toast coriander, fenugreek, dill seed, cumin, and chile. Remove from pan and cool to room temperature. Transfer toasted spices to spice grinder and grind until fine and uniform. Transfer ground spices to small bowl. Add turmeric and salt. Mix to combine and set aside. Measure and reserve 1 tsp of the mix for the orange relish. The rest will be used as a rub for the prawns. Spice mix can be made up to 1 week in advance.
Prepare prawns: Soak as many wooden skewers as you have prawns (should be about 16) in water. Set aside. Use kitchen shears to cut open shell along the back of the prawns, starting near the tail and stopping just before the head. Use a knife to slice open the prawn along the same opening made with the scissors. Remove the mud vein and rinse prawn under cold water. Set aside and repeat process with each prawn.
Lay out prawns on kitchen towel and dry thoroughly. Grab the spice rub and sprinkle a pinch into the incision of each prawn. Then take all the prawns and transfer to a 1 gallon resealable bag along with the remaining spice mix. Shake to distribute spice rub all over the prawns. Place in refrigerator while you prepare the orange relish. Prawns can be prepared up to 1 hour before using.
To make the relish: Use a vegetable peeler to peel 4 wide strips of zest off one of the oranges, being careful to not apply so much pressure that you remove a lot of pith with the zest. Finely julienne the strips of zest. Place in small bowl. Supreme both of the oranges. Rough chop the supremes and add to bowl with the zest. Add onion, scallion, and reserved teaspoon of spice mix.
To cook the prawns: When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to High and preheat, lid closed, for 10 to 15 minutes. While grill is heating skewer the prawns.
Remove soaking skewers from water and discard water. Take a prawn in your hand and arrange it so that it is straight with the cut side up. With your other hand, insert a skewer starting at the tail and direct it so that it comes out through the head. Repeat with each prawn. This will keep prawns straight as they cook, making them easier to eat and cook evenly.
When grill is hot, place prawns on grate and close the lid. Grill for about 8 minutes, flipping each prawn over halfway through cooking. To serve, remove skewers and arrange on plate. Place relish in bowl and serve alongside prawns. Enjoy!