Step 1: Toss the shrimp with the rub in a mixing bowl.
Step 2: Stir in the olive oil and lemon juice and let marinate for 15 minutes.
Step 3: Thread the shrimp on metal or bamboo skewers or place in a grill basket.
Step 4: Grill the shrimp over medium-high heat until browned and cooked through, 2 to 3 minutes per side. Serve with lemon wedges.