Peel shell off from prawns, devein and remove the head of the prawns, keep the heads aside. Soak body of prawns in a bowl of ice water and add in 1 tablespoon of sugar. Soak the prawns for 10 minutes. Drain the water off and set aside.
Slice up shallots, bird eye chili and ginger. Mince up garlic.
In a pan, add in all the aromatics (sliced shallots, ginger, chilies and minced garlic) and stir-fry on medium heat until shallot turns translucent. Turn off the stove, add in a paprika powder or annatto powder and mix it around. Set aside to cool down.
Pour in the red shallot on prawns. Add 1 tablespoon of lime juice and 1 tablespoon of fish sauce. Sprinkle on salt, pepper and sugar. Mix it until prawns are thoroughly coated.
Steam salted egg yolks for 6-8 minutes. Mash up the salted egg yolks. In a pan, add in 1 tablespoon of oil and salted egg yolks. Stir-fry for 3-4 minutes.
On a foil sheet, lay on a layer of banana leaf. Shape foil sheet into a bowl shape. Arrange the prawns and prawn heads on banana leaf. Pour in the salted egg yolk mixture. Wrap up the foil sheet and seal it.
Place the wrapped foil on a BBQ pit and cook for 10-15 minutes.
Unwrap the foil sheet and serve it with lime slices and red chili slices.