Soak wood chips in water 30 minutes; drain.
Combine salt, red pepper, black pepper, garlic powder, and coriander in a small bowl. Rub mixture over shrimp. Cover and chill 20 minutes.
Prepare the grill for indirect grilling, heating one side to low and leaving one side with no heat. Maintain temperature at 200° to 225°.
Place wood chips on hot coals. Place a disposable aluminum foil pan on unheated side of grill. Pour 2 cups water in pan. Coat grill rack with cooking spray; place on grill.
Place shrimp on grill rack over foil pan on unheated side. Close lid; cook 30 minutes or until shrimp are done. Serve with orange and lime wedges.