With a flavorful marinade of teriyaki, lime zest and juice, garlic, ginger, and cilantro, these grilled shrimp skewers are delicious on their own. Add a creamy peanut dipping sauce, and it takes them over the edge!. Shrimp skewers with peanut sauce make a great appetizer, or a perfect main course when paired with rice and a vegetable. This is a vibrant, fresh and flavorful spin on grilled shrimp.