In a medium saucepan add the butter, hot sauce and chili powder over medium-high heat. Once the butter melts, add the garlic and vinegar, and saute until it sizzles and is fragrant, about 3 minutes. Remove from the heat. Reserve a few tablespoons of the sauce for a later use.
Stick 3 shrimp on each skewer. Sprinkle the shrimp with salt and pepper on both sides. Place the shrimp on the grill and cook for 3 to 4 minutes on each side, basting with the sauce the last few minutes of grilling.
Remove the shrimp to a platter and drizzle the reserved sauce over the skewers. Serve the shrimp skewers with carrots, celery sticks and creamy blue cheese dressing.