1: Make the cocktail sauce: Place the ketchup, orange zest and juice, Worcestershire sauce, chipotles, adobo sauce, onion, and chopped cilantro in a bowl and whisk to mix. Divide the cocktail sauce among four small bowls. Cover and refrigerate until serving. Place a cilantro sprig in the center of each just before serving.

2: Rinse the shrimp, drain, and blot dry. Place the shrimp, cilantro, scallions, hot red pepper flakes, cumin, and 1/2 teaspoon each of salt and pepper in a large bowl and toss to mix. Stir in 2 tablespoons of the oil, cover, and marinate for 15 minutes. Thread the shrimp onto bamboo skewers, 2 to a skewer. Leave ¼ inch exposed skewer at the point end and the bottom half of the skewer shrimp-free. Place the skewers on a lightly oiled wire rack if smoking.

3: Smoker method: Set up your smoker following the manufacturer’s instructions and preheat to 225° to 250°F. Add the wood as specified by the manufacturer. Place the rack with the shrimp in the smoker and smoke until bronzed with smoke and firm to the touch, 30 to 60 minutes, or as needed. Baste with the remaining 2 tablespoons of the oil after 20 minutes.

Grill method: Set up your grill for direct grilling and preheat to high (450°F). Toss the wood chunks or chips on the coals. Direct grill the shrimp, turning them over once, until sizzling and brown on the outside and cooked through, 2 to 3 minutes per side. Slide a folded strip of aluminum foil under the exposed parts of the skewers to keep them from burning. Baste with the remaining oil after you turn the shrimp.

4: Serve the shrimp on the skewers with the Chipotle-Orange Cocktail Sauce for dipping.