1. De-vein the shrimps by making ¼-inch incisions through the shell. Once the vein is removed, place the shrimps in a shallow baking dish. Do not use an aluminium dish.
2. Take a small bowl and mix together the onion, garlic, cilantro, citrus oil and lemon juice. Whisk it well. Marinate the prawns with this mixture and let it sit in the fridge covered for up to 4 hours.
3. Preheat the grill to 350-450F for direct cooking.
4. Thread the marinated shrimps onto the skewers and season with salt and pepper. Grill the shrimps on each side for 2-3 minutes. Turn them only once.
5. Remove the shell and serve at warm or room temperature.
The shells are used while cooking to prevent the shrimp from drying out. If you are using the shrimps later for another recipe, just reduce the cooking time and remove the shell once when you take the shrimps off the grill.