1. Soak wooden skewers in water 30 minutes.
2. Peel shrimp; devein, if desired. Thread shrimp onto skewers. Place in a 13- x 9-inch baking dish.
3. Whisk together olive oil and next 5 ingredients in a bowl; pour over shrimp. Cover and chill 20 minutes. Remove shrimp from marinade, discarding marinade.
4. Preheat grill to 350° to 400° (medium-high). Grill shrimp, covered with grill lid, 2 to 3 minutes on each side or just until shrimp turn pink.