Step 1: Rinse the shrimp under cold running water, then blot dry with paper towels.
Step 2: Place the salt, pepper, garlic, tarragon, and lemon zest in a mixing bowl and whisk to mix. Add the shrimp and toss to coat. Stir in the lemon juice and olive oil. Let the shrimp marinate in the refrigerator, covered, for 30 minutes to 1 hour.
Step 3: Prepare the grill for direct grilling and preheat to high. Preheat the grilling grid as well.
Step 4: When ready to cook, oil the grilling grid. Put the shrimp on the grilling grid and cook until just pinkish white (the shrimp will feel firm to the touch), about 2 to 4 minutes per side.
Step 5: Spoon the Mediterranean Salsa into four large martini glasses or serving bowls. Drape four of the hot shrimp over the edge or each glass or bowl and serve at once. Or for a cold shrimp cocktail, let the grilled shrimp cool to room temperature, then refrigerate, covered, until they are chilled. Serve them with the salsa. The cooked shrimp can be refrigerated for up to 2 days, but the salsa is best when freshly made.