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Shrimp can be grilled with or without skewers. If using wood skewers, start soaking them in water.
Place shrimp in a wide shallow bowl and set aside.
In a small bowl with high sides, combine all ingredients from olive oil through black pepper. Use an immersion blender to completely process until there are no sizable pieces. Or use a food processor or blender. Pour marinade over shrimp and gently stir to coat evenly. Cover and refrigerate for 2 to 3 hours, folding gently about halfway through.
Drizzle tequila over the shrimp, if desired, and gently fold to combine. If using skewers, thread shrimp onto skewers, with a folded slice of lime in between shrimp (see skewer photos in post).
Heat grill to medium-high. Make sure grates are clean, and then oil them well. Set shrimp on grates and grill for 3 to 4 minutes per side, or just until shrimp are no longer translucent and have some nice char. Smaller shrimp will take less time. Place shrimp on a platter and sprinkle with cilantro. Serve with fresh lime wedges to squeeze over the top.