Thaw shrimp, if frozen. For pepper-citrus sauce, remove 2 to 3 strips of the thin outer peel of one of the clementines with a vegetable peeler, taking care not to remove the bitter white pith. Place peel in small saucepan; add water, sugar, and peppercorns. Bring to boiling, stirring to dissolve sugar. Broil gently, uncovered, for 15 to 20 minutes or until mixture is reduced to 1/3 cup, stirring occasionally.
Meanwhile, peel and devein shrimp, leaving tails intact. Peel and remove white pith from remaining clementines and grapefruit. Cut grapefruit crosswise into 1/2-inch-thick slices. Remove seeds and set slices aside. If desired, leave one clementine whole; break remaining clementines into segments.
For shrimp, in a bowl combine salt, ground pepper, and cumin. Add shrimp; toss to coat. In large skillet cook shrimp in hot oil for 3 to 4 minutes or until opaque, turning occasionally. Add clementines and grapefruit to shrimp. Cover; cook over medium heat 1 minute, turning fruit once. Transfer to serving bowl. Pour pepper-citrus sauce over shrimp mixture and toss gently to coat. Makes 4 servings.