Clean the shrimp under cold running water. Pat them dry with paper towels, then transfer the shrimp to a bowl.
Add all the marinade ingredients to the bowl and stir to combine well with the shrimp. Marinate for 15 minutes. Thread three shrimp onto each skewer and brush the surface of the shrimp with some oil.
Grill the shrimp on both sides until charred and cooked through. Serve immediately with the dipping sauce, if desired.