Thaw shrimp, if frozen.
Halve large shrimp.
In a saucepan cook the celery and onion in butter or margarine till tender.
Add shrimp; cook and stir just till shrimp turn pink.
Remove from heat.
Stir in the salt and ground red pepper.
Place the dry bread cubes in a large mixing bowl.
Add the shrimp mixture; add the pecans.
Stir in the egg.
Drizzle with enough broth or water to moisten, tossing gently.
Press about 1/2 cup of the stuffing firmly into measuring cup and unmold onto a greased baking sheet.
Repeat with remaining stuffing to make 12 mounds.
Cover and refrigerate.
About 1 hour before cooking turkey, soak 6 cups of hickory chips in enough water to cover.
Rinse turkey; pat bird dry with paper towels.
Skewer the turkey neck skin to back; tie legs securely to the tail with cord.
Twist wing tips under back.
In a covered grill arrange medium-slow coals around a 13x9 inch foil drip pan in the firebox.
Add 2 cups water to the pan.
Drain hickory chips; sprinkle about half of the chips over the coals.
Place the turkey, breast side up, on grill rack over the drip pan.
Brush turkey with cooking oil.
Lower grill hood.
Grill the turkey for 21/2 to 3 hours or till a meat thermometer inserted inside thigh muscle registers 180° and the leg moves easily in the socket.
Brush turkey occasionally; add additional dampened hickory chips every 30 minutes.
Let stand 15 minutes before carving.
Meanwhile, bake stuffing, uncovered, in a 325° oven for 25 to 30 minutes or till heated through.