I chose to leave the skin and head on for more flavor but you can certainly remove them before cooking. However, if you want to do it the same way I did, buy fresh raw shrimp as is (with everything intact) and use a scissor to cut the back and remove the vein.
For quick and easy preparation, you can also buy shrimp (or prawns) that has already been deveined, shelled and cleaned. This should be available in the frozen seafood section.
The actual spiciness would come from the bird's eye chilies. The green ones are milder and are more for aromatics. I did however still reduce the seeds from both to lessen the heat. Note: To prevent burning your hands, please don't touch the seeds while slicing or cleaning the chilies. Use disposable food-safe plastic gloves if you have to.
Hoisin and oyster sauce are already salty so if you're in a low salt diet, you can skip the soy sauce and just sprinkle some salt at the end (if necessary).
Add the sugar to the sauce mixture. I did almost forgot but was able to add it just before I finish cooking. If your favorite sweet chili sauce is intensely spicy, then adjust the number of chilies accordingly.