DO-AHEAD TIP: Marinate shrimp for 30 minutes (see recipe). If using bamboo skewers, presoak them soak in water for 30 minutes, to prevent burning on the grill.
Preheat grill to MEDIUM. Place shrimp in a large zipper-topped plastic bag. In a small bowl, whisk together next 7 ingredients (salt through cayenne pepper).
Pour mixture over shrimp then seal the bag and gently squish the marinade into the shrimp to coat well. Refrigerate for 30 minutes. Thread shrimp onto skewers. Lightly oil the grill grate.
Grill shrimp over indirect heat for 1 to 2 minutes per side, or just until pink and opaque (don’t overcook!). Watch carefully to prevent burning! Enjoy!