Preheat grill to medium-high heat (about 375˚F).
Pour oil, seasoning and lime juice into a large mixing bowl and whisk together.
Add shrimp and toss together until shrimp is well coated. Cover, refrigerate and marinate for 30 minutes.
Remove bamboo skewers from the water and skewer 4 to 5 shrimp per skewer, depending on the size of the skewers.
Place skewers on the hot grill, about 1 inch apart and grill from about 3 minutes. Flip each skewer and continue to grill for an additional 3 minutes or until shrimp has just cooked through.
Transfer shrimp skewers onto a platter or baking sheet and slide shrimp off. Discard skewers.
Serve peel and eat shrimp immediately with fresh lime wedges and hot sauce.