Heat gas or charcoal grill.
In large bowl, mix melted butter, chili powder, garlic salt, cumin and lime juice. Add shrimp; toss to coat. Thread shrimp on six 15-inch metal skewers, leaving space between each. Place on grill over medium heat. Cover grill; cook 5 to 10 minutes, turning 2 to 3 times, until shrimp are pink.
In small bowl, mix sauce ingredients. Serve sauce with shrimp.