32 medium shrimp (about 1 pound), peeled and deveined

2 large red bell peppers, ribs and seeds removed, cut into 24 pieces (about 11/2 inches each)

2 tablespoons dark rum

1 tablespoon olive oil, plus more for grill

1 1/2 teaspoons curry powder (preferably Madras)

1/4 teaspoon ground allspice

1/8 to 1/4 teaspoon cayenne pepper

coarse salt