Prepare shrimp by gently pulling the shells away, and removing the vein with a paring knife.
Combine all the marinade ingredients in a medium sized bowl. Add the shrimp and marinate for 30 minutes in the refrigerator. Thread 3 shrimp on each skewer, piercing at the head and tail.
Preheat grill on HIGH, then reduce heat to MEDIUM – HIGH. With the lid open, grill the shrimp 2 – 3 minutes per side, basting once after the first turn. Shrimp are done when just pink and opaque. Do not overcook.