A layer of fat on and around your food is key if you wish to keep it from getting stuck on grill grates, particularly if that food is something lean and delicate like fish or prawns. Oil is a fine solution to this problem, I guess. But I think mayo reigns supreme.
For starters, it is neat and tidy. Mayo’s gel-like makeup means you can put it exactly where you want it, without the risk of oily splashback: You can easily coat the entire prawn—head to tail base—with a thin coating of stick-resistant fat that will keep the delicate sea meat safe from the hot, grabby grates. (If you are one of those people who treats your grates with such care that they are virtually nonstick, congrates!)
If you are worried about the flavour of mayonnaise tainting your prawn, stop it right now. In the cooking, the mayo stealthily melts, leaving behind no discernible flavour while encouraging a lovely bit of coloration. (Unless you tip off your fellow prawn eaters to what you did, they will not be able to detect the mayo.)
And speaking of flavour: Mayo also gives your powdered seasonings, chopped herbs and salt something to stick to. Just dip a pastry brush into a spoonful of mayonnaise, paint a very thing coating onto your crustaceans, and sprinkle on any flavoring agents you deem necessary. Grill as usual—only it won’t really be “as usual.” It will be much easier. Because your prawn won’t stick, you see.