For shrimp, mix all ingredients in medium glass bowl. Refrigerate, covered, 1 hour.
For roasted red pepper sauce, put all ingredients, except cream, into a small non-aluminum saucepan; simmer 20 minutes. Add cream and simmer an additional 10 minutes. Puree in blender or food processor until smooth. Taste and adjust seasonings. Keep warm.
For cucumber salsa, mix all ingredients in a small bowl. Taste and adjust seasonings.
For pecan pancakes, mix milk, egg and melted butter in small bowl. Mix all remaining ingredients, except oil and cilantro sprigs, in medium bowl. Stir in milk mixture until smooth.
Heat a thin layer of oil in large non-stick skillet; pour one-fifth of the batter into skillet to make a 4-inch-diameter pancake. Fry until golden and crisp on both sides, about 3 minutes. Repeat to fry remaining pancakes. Keep warm.
While pancakes cook, heat broiler or charcoal grill. Arrange shrimp on broiler pan or grill rack, 6 inches from heat. Cook, turning once, until pink and cooked through, about 4 minutes.
To serve, put one pancake onto each serving plate. Top with cucumber salsa; arrange four shrimp on top. Drizzle with warm red pepper sauce and serve garnished with cilantro sprigs.
Note: To roast a red pepper, place it directly over the gas flame or on a broiler pan 4 inches from heat source. Roast, turning often, until the skin blackens and blisters on all sides, about 10 minutes. Wrap in foil and let stand 10 minutes. Use a paring knife to remove charred skin; cut out core and seeds.