Thread shrimp equally on 10 to 12 skewers (if using wooden ones, soak in water 30 minutes first). Reserve 1/2 cup salsa for serving; coat shrimp with remaining 1/2 cup.
Set shrimp on a barbecue grill over hot coals or high heat on a gas grill (you can hold your hand at grill level only 2 to 3 seconds); close lid on gas grill. Cook, turning once, just until shrimp are barely opaque but still moist-looking in center of thickest part (cut to test), 4 to 6 minutes total. Serve with reserved 1/2 cup salsa and lime wedges.
Gaytán leaves the shells on the shrimp to keep them juicy. Devein them in the shell or buy frozen deveined, unshelled shrimp and thaw. Or for easier eating, use shelled, deveined shrimp. You can grill the shrimp up to 4 hours ahead; cover and chill.