To prepare grilled shrimp kebabs, brush the shrimp with olive oil, and season with salt and pepper. Thread 4 or 5 shrimp on each skewer, and place over high heat on a grill. Cook for about two to three minutes on each side, until the shrimp are pink and opaque.
If you prefer, you can make a simple marinade to add more flavors to the shrimp, such as an olive oil, garlic and lemon juice marinade. Allow the shrimp to sit in the marinade for up to two hours. To properly thread the shrimp onto the skewers, run the skewers through the tail end and head end of each shrimp, so that each shrimp is shaped like the letter "C." Push the shrimp closer to one end so you can have a handle. If you are using wooden skewers, soak them ahead of time in water for 30 minutes so they don't burn when placed on the grill.
Prepare a grill for high heat. Whether you are using a charcoal or gas grill, the heat should be high enough that you can only hold your hand a few inches from the cooking grate for two to four seconds. Make sure the cooking grate is lightly oiled with canola or vegetable oil to prevent too much sticking. Place the shrimp skewers on the grill with the handle end away from the direct heat for easy turning. The shrimp are ready when they are firm, fully pink and opaque.