Shell and clean the shrimp (1/2 pound per person), leaving the tail on. Thread the shrimp on bamboo skewers and lay in layers in a Pyrex dish. Combine the remaining ingredients and pour the marinade over the shrimp skewers. Refrigerate for at least 2 hours. Allow shrimp to come to room temperature before grilling. Place on grill over direct heat, basting occasionally with the marinade for approximately 5-8 minutes. Serve with cocktail sauce.
Shrimp marinade (Enough for 2 lbs of Shrimp):