Shell and devein the shrimp.
In a bowl, whisk together the oil, lemon juice, and salt. Put the shrimp in the bowl and toss to coat. Cover the bowl with plastic wrap and allow it to marinate in the refrigerator for at least 1 hour.
Preheat the grill on high heat for 15 minutes. Scrub the grates with a wire brush and wipe them down with oil. Reduce the heat to medium.
Spear the shrimp onto the skewers, using two skewers at a time (to prevent the shrimp from twirling around). Slide 5 or 6 shrimp onto each of the four pairs of skewers.
Place the skewers on the grill and cook for about 3 minutes on each side, turning once or until the shrimp are cooked through. Serve immediately.