In a small saucepan, bring the brown sugar, chipotles, adobo sauce, garlic, water, lime juice, oil and salt to a boil. Reduce heat; cook and stir 2 minutes longer. Remove from the heat; cool completely.
Transfer mixture to a large re-sealable plastic bag. Add the shrimp; seal bag and turn to coat. Refrigerate for up to 2 hours.
Meanwhile, combine the cream sauce ingredients, chill until serving.
Drain and discard marinade. Thread shrimp onto metal or soaked wooden skewers. Using long handled tongs, moisten a paper towel with cooking oil and lightly coat the grill rack.
Grill shrimp, covered, over medium heat or broil 4 inches from the heat for 6–8 minutes or until shrimp turn pink, turning once. Serve with sauce.