1. Peel shrimp, leaving tails on; devein, if desired.
2. Soak wooden skewers in water 30 minutes. (Omit if using metal skewers.)
3. Meanwhile, combine shrimp and 1/2 cup Cilantro-Lime Marinade in a large zip-top plastic freezer bag. Combine cheese and 1/3 cup Cilantro-Lime Marinade in another large zip-top plastic freezer bag. Seal bags, turning to coat; chill 30 minutes, turning occasionally.
4. Preheat grill to 350° to 400° (medium-high) heat. Remove shrimp and cheese from marinades, discarding marinades. Thread shrimp, watermelon, and cheese alternately onto skewers, leaving a 1/8-inch space between pieces.
5. Grill kabobs, covered with grill lid, 4 to 5 minutes on each side or just until shrimp turn pink. Sprinkle with cilantro and mint. Serve with remaining Cilantro-Lime Marinade.
*Firm feta cheese may be substituted.