Peel shrimp, leaving tails intact. Devein shrimp, if desired.
Toss together shrimp, chili powder, salt, and olive oil in a large bowl. Thread 5 shrimp onto each skewer, bending each shrimp to pass through skewer twice.
Grill, without grill lid, over high heat (400° to 500°) 4 to 5 minutes or just until shrimp turn pink, turning once. Serve warm with Curried Mango Sauce. Garnish with lime wedges.