1: Preheat grill to 375 degrees and brush with oil when at temperature.
2: In a gallon zippered plastic bag, add the seasonings: sea salt, black pepper, smoked paprika, and cayenne pepper; seal and shake to combine.
3: Add olive oil to the bag and massage to mix the dry seasonings with the oil.
4: Add the shrimp to the bag, seal, and toss to coat the shrimp with the seasoning mixture.
5: Remove the shrimp from the bag, bend them into a sideways U shape, and thread the skewer through both ends of the U, using 5 shrimp per skewer.
6: Grill the skewers for 1 1/2 to 2 minutes per side or until the shrimp becomes opaque.
7: Remove from grill and serve immediately.
