Teochew style tea smoked shrimp

Ingredients

• 500 g large shrimp (shell on)
• 20 g tea leaves (oolong or tieguanyin)
• 2 tbsp raw rice
• 2 tbsp sugar
• 1 tbsp star anise pieces
• 1 stick cinnamon
• Aluminum foil
• 1 tbsp sesame oil
• 1 lemon (cut into wedges)