Combine first 8 ingredients (through sugar) in a medium bowl; stir in 1/4 teaspoon salt. Cover and chill.
Peel and devein shrimp, leaving tails intact. Combine shrimp, sherry, and next 3 ingredients (through garlic) in a large zip-top plastic bag; seal and shake to coat shrimp. Marinate in refrigerator 30 minutes.
Heat oil in a large nonstick skillet over medium-high heat. Remove shrimp from bag; discard marinade. Add shrimp to pan; sprinkle with remaining 1/4 teaspoon salt. Cook 2 minutes on each side or until shrimp are done. Spoon 1/3 cup salsa into each of 6 martini glasses; place 5 shrimp on rim of each glass. Garnish each glass with a lime wedge, if desired.