Place shrimp in large bowl. Place chiles in a blender or food processor fitted with the metal blade and puree. With the motor running, drizzle in oil until creamy emulsion is formed. Pour over shrimp in bowl and mix thoroughly to coat shrimp. Cover bowl and refrigerate for 12 hours. Soak 12 bamboo skewers in water 30 minutes. Preheat grill to moderately high.

Lay 6 to 7 shrimp on board in front of you, nestled together and flat, with tails all facing one direction and heads the other. Holding shrimp flat with the palm of one hand, insert one bamboo skewer one third of the way from one end. Insert another skewer parallel to the first, one third of the way from the other end, so as to create a flat panel of shrimp that can be turned easily. Repeat with remaining shrimp and skewers to form 6 skewers in all. Season each side of shrimp with pepper (the marinade is already salted). Brush grill well and wipe with oiled paper towel. Place shrimp skewers and grill 12 minutes per side until done. The center shrimp should be just opaque. Remove from grill and serve.