Combine first 8 ingredients in a large heavy-duty, zip-top plastic bag. Add shrimp. Seal bag; shake to coat. Let stand 5 minutes.
Remove shrimp from bag, discard seasoning mixture. Thread shrimp onto 4 skewers. Place skewers on grill rack coated with cooking spray; grill over medium-hot coals (350° to 400°) 3 minutes on each side or until done.