Peel and devein shrimp; leave tails intact. Combine grapefruit juice and next 6 ingredients in a large bowl. Add shrimp; toss well. Cover and marinate in refrigerator 30 minutes.
Remove shrimp from marinade, discarding marinade. Thread shrimp evenly onto 4 (10-inch) metal skewers. Spray shrimp with cooking spray.
Coat grill rack with cooking spray; place on grill over medium-hot coals (350° to 400°). Place skewers on rack; grill, covered, 3 minutes on each side or until shrimp turn pink. Serve immediately.