Combine first 6 ingredients in a zip-top plastic bag. Add shrimp to bag; seal and shake to coat. Marinate in refrigerator 30 minutes, turning bag occasionally.
Working with 1 rosemary sprig at a time, hold leafy end of sprig in 1 hand. Strip leaves off sprig with other hand, leaving 1/2 inch of leaves attached to leafy end of sprig. Repeat procedure with remaining rosemary sprigs to make 6 rosemary skewers. Thread 3 shrimp onto each rosemary skewer.
Heat a grill pan over medium-high heat. Coat both sides of shrimp skewers with cooking spray. Arrange 3 skewers on pan; cook 2 minutes on each side or until shrimp are done. Remove from pan; keep warm. Repeat procedure with remaining skewers. Serve with lemon wedges, if desired.
Rosemary has a long history of being associated with the heart. It has been believed by many to be a love charm, by others to be a token of remembrance and fidelity, and by some to be a potent aphrodisiac. Bamboo skewers also work quite well. Serve with steamed haricots verts.