In place of lemongrass skewers, you can use flat, wide bamboo skewers or traditional pieces of sugarcane. Also, it's wise to wear rubber gloves when chopping the hot chiles in this recipe.
Toss shrimp with 2 tablespoons salt; let stand 5 minutes. Rinse under cold water; pat dry. Pulse shallot and halved garlic in a food processor until minced. Add shrimp, 1 tablespoon fish sauce, egg, cornstarch, 2 teaspoons sugar, oil, and 1/4 teaspoon each salt and pepper; pulse until a paste forms. Transfer to a bowl; refrigerate 30 minutes.
With wet hands, spoon a scant 1/4 cup shrimp paste into the palm of one hand and flatten into a 3-inch round. Center a piece of lemongrass over mixture and gently close palm, using your fingers to shape paste into an oval around lemongrass. Transfer to a steamer basket (preferably bamboo) lined with lightly oiled parchment. Repeat with remaining shrimp paste and stalks. Place basket snugly over a pot of simmering water; steam until shrimp paste is opaque and firm, 3 to 4 minutes. Skewers can be steamed up to 2 days ahead and refrigerated (remove 30 minutes before grilling).
Stir together remaining 3 tablespoons fish sauce and 2 teaspoons sugar, lime juice, minced garlic, and 1/4 cup water until sugar is dissolved. Divide among dipping bowls; top each with some of sliced chiles.
Preheat grill for direct-heat cooking (medium-high on a gas grill). Lightly brush shrimp skewers with oil and grill, turning a few times, until charred in places and heated through, about 5 minutes. Serve skewers with lettuce, mint, cilantro, peanuts, remaining sliced chiles, dipping sauce, and lime wedges alongside.