First thing you want to do is soak the skewers because it will take the longest. Submerge wooden skewers in water and let them soak for about 20-30 minutes.
Make sure the shrimp is completely thawed if using frozen shrimp. Peel and de-vein shrimp if needed, rinse them off, and pat them dry with a paper towel.
Combine all the ingredients for the wet rub and mix it well. Add shrimp and wet rub into a mixing bowl and toss until shrimp is evenly coated.
Let the shrimp sit while preparing the coals.
Grill the shrimp:
While the grill is preheating, skewer the shrimp onto the soaked skewers.
If your grill grate is seasoned, you don’t need to add any oil to the shrimp. If not, you can spray shrimp skewers with some non-stick cooking spray on both sides before adding it to the grill.
Place shrimp skewers on the grill directly over the coals and let them cook for 3-5 minutes on each side. Exact time will depend on the size of shrimp. You are looking for shrimp to turn opaque on both sides.