Mix the vegetable oil, spices and garlic in a stainless steel bowl. Add the shrimp and marinate for one to two hours, covered and refrigerated.
Make the garlic mayonnaise by combining all the ingredients and blending with a whisk. It's better if you make it a day ahead of time and refrigerate, to let the flavors blend.
Heat a medium skillet and in it sauté the shrimp in its marinade plus the sliced onions. Cook until shrimp are pink and firm--four to five minutes, depending on the size of the shrimp.
Split the cornbread and spread both halves with garlic mayonnaise. Place on serving plates and top with the shrimp.
