Shrimp Anticucho Skewers

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12 ounces peeled and deveined large shrimp (about 16), tails removed

2 tablespoons olive oil

1/2 teaspoon ground cumin

1/2 teaspoon dried oregano

1/4 teaspoon cayenne pepper

2 chipotles in adobo, finely chopped, plus 2 tablespoons adobo sauce

Finely grated zest and juice of 1 lime

Kosher salt and freshly ground black pepper

8 ounces peeled and cored pineapple, cut into 1-inch pieces

1 small red onion, cut into 1-inch pieces

Rocoto Aioli, recipe follows

Chopped fresh cilantro, for serving

Rocoto Aioli:

1 cup mayonnaise

2 tablespoons rocoto pepper paste 

1 teaspoon dried oregano

1 teaspoon freshly ground black pepper 

1/2 clove garlic, minced

Juice of 1/2 lemon