1. Combine all ingredients except shrimp in a large resealable plastic bag. Snip through each shrimp shell down the back, leaving last segment and tail intact, and devein with a paring knife, leaving shell intact. Add shrimp to bag and massage with marinade. Refrigerate at least 8 hours or up to overnight.

2. Soak 10 short wooden skewers in water 30 minutes. Meanwhile, preheat grill for indirect heat, with coals to 1 side (or medium heat on a gas grill). Thread 2 shrimp onto each skewer and place on indirect side of grill. Cook, turning once, until shrimp are curled, slightly charred, and cooked through, about 5 minutes.