In a small bowl, mix mayonnaise, mustard, red chili paste, Worcestershire sauce, Garam masala, and sugar and stir to combine. Season with salt and pepper to taste and refrigerate until served.
Peel and quarter onion, wash padrón peppers, and slice lemon. Carefully remove heads of the shrimps and peel and devein the rest, leaving the tail shells on. Cut rump steak into equal-sized pieces. Thread a padrón pepper, lemon, shrimp, another padrón pepper, rump steak, onion and a last padrón pepper on a skewer. Repeat with remaining skewers until all ingredients are used.
Heat olive oil in a large pan over medium-high heat, add skewers, and sear for approx. 2 – 3 min. Reduce heat and fry for approx. 2 - 3 min. more. Season with salt and pepper to taste. Serve with homemade dip. Enjoy!