Special equipment: Bamboo skewers, soaked in water for 30 minutes to 1 hour
Whisk all the marinade ingredients together in a small bowl. Add the shrimp to a large resealable plastic bag and pour in the marinade. Refrigerate for 20 minutes.
Preheat the grill to medium-high heat.
Oil the grill rack with a clean kitchen towel dipped in olive oil.
Skewer the shrimp, adding 1 or 2 wedges of lime onto each skewer. Grill for 1 1/2 minutes on each side. Remove from grill to a platter and serve with the Chili Cocktail Sauce.
Add all the ingredients to a serving bowl and mix well.