In blender, place all ingredients except shrimp; process until well blended.
In resealable large food-storage plastic bag, place shrimp. Pour oil mixture over shrimp; let stand at room temperature 15 minutes to marinate. Soak bamboo skewers in water while shrimp are marinating.
Drain shrimp, discarding marinade. Thread shrimp onto bamboo skewers; place on ungreased cookie sheet.
Broil 6 inches from heat for 3 to 5 minutes, turning once, until shrimp turn pink. With kitchen scissors, cut each skewer into 3 pieces.