Prepare a charcoal grill and light 1 hour before grilling, or preheat the broiler.
Using a paring knife, remove legs from the shrimp. Split the shrimp lengthwise down the middle of the underside. Rinse well under cold running water. Dry on paper towels.
In a medium bowl, combine the pineapple, green pepper, scallion, chili powder, salt, and pepper.
Fill each shrimp with 1 tbsp of the stuffing and cook them on the grill until pale pink and cooked through. Serve immediately.