1. 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.

2. 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).

3. 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.

4. 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.