Preheat grill to high. Place garlic in the center of a piece of aluminum foil, drizzle with the olive oil and season with salt and pepper to taste. Place on the grill, close the cover and let roast for 30 to 40 minutes, until garlic is soft. Squeeze roasted cloves into a bowl. Heat the side burner. Place the orange juice and 1/2 of the reserved shrimp shells in a medium saucepan, bring to a boil and cook orange juice is reduced to 3/4 cup. Strain the reduced orange juice into a blender and add the roasted garlic and olive oil and blend until smooth. Let cool completely. Place shrimp in a large baking dish, pour the orange/garlic marinade over and toss to coat. Let marinate in the refrigerator for 1 hour. Thread 5 shrimp onto each skewer, season with salt and pepper to taste and grill for 2 to 3 minutes on each side, or until just cooked through. Remove to a platter and sprinkle with chopped parsley and basil.