Preheat grill or grill pan to medium-high heat. Toss shrimp with jerk seasoning, paprika, and salt. Grill shrimp for about 2 to 3 minutes each side, or until cooked through. Set aside.
Brush each side of watermelon with a little olive oil and grill on each side for 1 minute. Sprinkle with a little salt. (Grill watermelon on opposite side of grill from shrimp so it won't taste like shrimp. Or grill it first.)
Place each piece of watermelon on a plate. Top with grilled shrimp, red onion, macadamia nuts, and coconut.
To make dressing, whisk together orange juice, lime juice, rice wine vinegar, olive oil, salt and pepper.
Drizzle dressing over shrimp and serve.
Note: this recipe can also be made without grilling the watermelon.